+3,627.2%
COR vs XPO
+10,316.6%
-6,689.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -2.1% |
| 7D | +2.8% | +2.4% | +0.4% | +2.6% |
| 30D | +4.5% | -3.5% | +8.1% | +4.7% |
| 3M | +22.7% | -11.9% | +34.6% | +23.4% |
| 6M | -9.7% | -10.0% | +0.2% | -9.4% |
| YTD | -1.4% | +42.1% | -43.5% | -3.8% |
| 1Y | +13.9% | +47.6% | -33.7% | +10.8% |
| 3Y | +94.0% | +153.6% | -59.6% | +79.9% |
| 5Y | +184.0% | +266.5% | -82.5% | +153.3% |
| 10Y | +406.8% | +1,460.4% | -1,053.7% | +315.7% |
| All | +3,627.2% | +10,316.6% | -6,689.3% | +2,857.9% |
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