+193.3%
COP vs XPO
+262.4%
-69.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.5% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +11.7% | -8.1% | +19.8% | +12.9% |
| 3M | +17.7% | -19.0% | +36.7% | +20.8% |
| 6M | +18.3% | -5.2% | +23.5% | +18.1% |
| YTD | +49.1% | +35.6% | +13.5% | +39.9% |
| 1Y | +53.3% | +41.1% | +12.2% | +42.4% |
| 3Y | +22.2% | +157.9% | -135.8% | +1.5% |
| 5Y | +193.3% | +265.6% | -72.3% | +121.2% |
| All | +193.3% | +262.4% | -69.1% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling