+336.7%
COP vs XPO
+1,266.4%
-929.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +1.1% |
| 7D | +4.4% | +9.0% | -4.6% | +2.3% |
| 30D | 0.0% | +4.2% | -4.2% | -1.2% |
| 3M | +15.0% | -8.7% | +23.7% | +17.0% |
| 6M | +22.0% | -2.8% | +24.8% | +21.5% |
| YTD | +55.3% | +41.9% | +13.5% | +38.7% |
| 1Y | +64.1% | +42.3% | +21.8% | +46.2% |
| 3Y | +34.1% | +127.3% | -93.2% | +0.5% |
| 5Y | +133.4% | +306.4% | -173.0% | +39.1% |
| All | +336.7% | +1,266.4% | -929.7% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling