+565.2%
COPX vs XPO
+1,516.3%
-951.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.3% | -5.7% | +3.3% | -0.6% |
| 30D | +0.3% | -12.8% | +13.1% | +4.3% |
| 3M | +6.8% | -20.0% | +26.8% | +13.8% |
| 6M | +7.9% | -6.0% | +14.0% | +9.4% |
| YTD | +23.7% | +34.0% | -10.3% | +12.1% |
| 1Y | +71.5% | +35.6% | +36.0% | +53.7% |
| 3Y | +149.1% | +152.3% | -3.2% | +72.1% |
| 5Y | +167.3% | +264.4% | -97.0% | +53.5% |
| All | +565.2% | +1,516.3% | -951.1% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling