+397.9%
COR vs XPO
+1,534.7%
-1,136.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.1% |
| 7D | -3.9% | -0.9% | -2.9% | -3.8% |
| 30D | -0.3% | -8.1% | +7.8% | +0.6% |
| 3M | +15.9% | -19.0% | +34.9% | +18.5% |
| 6M | -10.3% | -5.2% | -5.1% | -10.2% |
| YTD | -3.7% | +35.6% | -39.3% | -8.1% |
| 1Y | +9.1% | +41.1% | -32.0% | +3.2% |
| 3Y | +86.6% | +157.9% | -71.3% | +55.7% |
| 5Y | +180.9% | +265.6% | -84.7% | +112.9% |
| All | +397.9% | +1,534.7% | -1,136.8% | +150.7% |
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