+28.1%
COP vs XPO
+132.3%
-104.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -6.1% | -1.5% | -4.6% | -5.9% |
| 30D | +1.1% | +2.6% | -1.5% | +0.7% |
| 3M | +10.9% | -6.1% | +17.1% | +11.6% |
| 6M | +20.8% | -8.0% | +28.7% | +21.4% |
| YTD | +48.0% | +38.5% | +9.6% | +36.7% |
| 1Y | +58.5% | +35.0% | +23.5% | +46.8% |
| 3Y | +28.1% | +126.5% | -98.3% | +8.0% |
| All | +28.1% | +132.3% | -104.2% | +8.0% |
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