+1,205.8%
COP vs XPO
+10,316.6%
-9,110.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -1.6% |
| 7D | +3.0% | +2.4% | +0.6% | +2.6% |
| 30D | +17.5% | -3.5% | +21.0% | +17.9% |
| 3M | +13.4% | -11.9% | +25.3% | +14.9% |
| 6M | +17.7% | -10.0% | +27.7% | +18.4% |
| YTD | +46.6% | +42.1% | +4.5% | +38.7% |
| 1Y | +44.6% | +47.6% | -3.0% | +35.7% |
| 3Y | +20.7% | +153.6% | -132.9% | +3.8% |
| 5Y | +185.0% | +266.5% | -81.5% | +127.9% |
| 10Y | +347.0% | +1,460.4% | -1,113.5% | +205.1% |
| All | +1,205.8% | +10,316.6% | -9,110.8% | +692.4% |
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