+20.8%
COP vs XPO
+159.4%
-138.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -0.8% | +2.7% | -3.5% | -1.2% |
| 30D | +15.6% | -6.2% | +21.8% | +16.4% |
| 3M | +14.3% | -15.4% | +29.7% | +16.6% |
| 6M | +17.0% | +0.7% | +16.2% | +15.6% |
| YTD | +47.4% | +39.8% | +7.6% | +36.9% |
| 1Y | +52.4% | +43.3% | +9.1% | +40.4% |
| 3Y | +20.8% | +166.0% | -145.2% | +2.0% |
| All | +20.8% | +159.4% | -138.6% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling