-3.1%
COR vs XPO
+36.4%
-39.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.9% | +6.9% | -4.0% | +2.5% |
| 30D | +5.8% | +4.1% | +1.7% | +5.6% |
| 3M | +11.4% | -9.7% | +21.2% | +11.7% |
| 6M | +34.5% | -3.8% | +38.3% | +34.0% |
| YTD | +4.1% | +38.8% | -34.7% | +1.2% |
| 1Y | -3.1% | +34.2% | -37.4% | -6.0% |
| All | -3.1% | +36.4% | -39.5% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling