+180.5%
COR vs XPO
+271.9%
-91.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -1.9% | +2.7% | -4.6% | -2.0% |
| 30D | +1.5% | -6.2% | +7.7% | +1.7% |
| 3M | +18.7% | -15.4% | +34.1% | +19.3% |
| 6M | -9.0% | +0.7% | -9.8% | -9.2% |
| YTD | -3.3% | +39.8% | -43.1% | -4.6% |
| 1Y | +9.8% | +43.3% | -33.5% | +8.1% |
| 3Y | +87.4% | +166.0% | -78.7% | +75.4% |
| 5Y | +180.5% | +274.2% | -93.7% | +144.3% |
| All | +180.5% | +271.9% | -91.4% | +144.3% |
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