+1,262.2%
COP vs XPO
+10,073.3%
-8,811.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +3.4% | +6.9% | -3.5% | +2.5% |
| 30D | -0.6% | +4.1% | -4.7% | -1.2% |
| 3M | +10.8% | -9.7% | +20.5% | +11.9% |
| 6M | +19.6% | -3.8% | +23.4% | +19.6% |
| YTD | +52.9% | +38.8% | +14.2% | +44.9% |
| 1Y | +62.2% | +34.2% | +28.0% | +54.2% |
| 3Y | +32.4% | +126.9% | -94.6% | +15.5% |
| 5Y | +129.7% | +297.5% | -167.8% | +81.9% |
| 10Y | +331.8% | +1,260.5% | -928.7% | +197.8% |
| All | +1,262.2% | +10,073.3% | -8,811.1% | +727.8% |
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