+492.2%
COR vs XPO
+1,266.4%
-774.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.7% | +2.7% |
| 7D | +7.8% | +9.0% | -1.1% | +6.8% |
| 30D | +7.0% | +4.2% | +2.8% | +6.5% |
| 3M | +16.3% | -8.7% | +24.9% | +17.3% |
| 6M | +41.3% | -2.8% | +44.0% | +41.2% |
| YTD | +7.1% | +41.9% | -34.7% | +1.8% |
| 1Y | -0.8% | +42.3% | -43.1% | -5.9% |
| 3Y | +85.0% | +127.3% | -42.3% | +59.1% |
| 5Y | +203.9% | +306.4% | -102.5% | +128.7% |
| All | +492.2% | +1,266.4% | -774.2% | +267.8% |
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 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