-44.8%
COMP vs XPO
+352.9%
-397.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | -1.7% |
| 7D | +1.4% | +2.4% | -1.0% | 0.0% |
| 30D | -13.3% | -3.5% | -9.8% | -12.0% |
| 3M | +41.1% | -11.9% | +53.0% | +48.7% |
| 6M | +17.2% | -10.0% | +27.1% | +21.8% |
| YTD | +5.2% | +42.1% | -36.9% | -14.7% |
| 1Y | +18.9% | +47.6% | -28.7% | -7.3% |
| 3Y | +215.9% | +153.6% | +62.3% | +52.2% |
| 5Y | -31.2% | +266.5% | -297.7% | -79.3% |
| All | -44.8% | +352.9% | -397.7% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling