+167.6%
COPX vs XPO
+257.8%
-90.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.0% | -6.0% | -6.7% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | 0.0% | -10.4% | +10.4% | +2.8% |
| 3M | +14.8% | -15.7% | +30.5% | +19.6% |
| 6M | +7.0% | -6.3% | +13.4% | +8.4% |
| YTD | +23.8% | +34.2% | -10.3% | +14.2% |
| 1Y | +75.7% | +39.9% | +35.8% | +59.4% |
| 3Y | +156.4% | +155.2% | +1.2% | +87.2% |
| 5Y | +167.6% | +264.7% | -97.1% | +60.6% |
| All | +167.6% | +257.8% | -90.2% | +60.6% |
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