+202.4%
COPX vs XPO
+9,374.8%
-9,172.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.5% |
| 7D | +5.8% | +2.7% | +3.1% | +5.0% |
| 30D | +7.2% | -6.2% | +13.4% | +8.9% |
| 3M | +16.5% | -15.4% | +31.9% | +21.4% |
| 6M | +18.4% | +0.7% | +17.7% | +17.7% |
| YTD | +31.9% | +39.8% | -7.9% | +19.7% |
| 1Y | +88.5% | +43.3% | +45.2% | +68.8% |
| 3Y | +173.1% | +166.0% | +7.0% | +97.0% |
| 5Y | +193.1% | +274.2% | -81.1% | +83.5% |
| 10Y | +591.7% | +1,429.0% | -837.4% | +187.5% |
| All | +202.4% | +9,374.8% | -9,172.4% | -16.0% |
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