-11.4%
CORZ vs XPO
+36.7%
-48.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.4% | +10.5% | +10.8% |
| 7D | +14.2% | +0.5% | +13.7% | +14.1% |
| 30D | -3.0% | +4.7% | -7.7% | -4.6% |
| 3M | -26.3% | -7.1% | -19.2% | -24.3% |
| 6M | -36.5% | -6.3% | -30.3% | -35.2% |
| YTD | +0.1% | +39.1% | -39.0% | -10.2% |
| All | -11.4% | +36.7% | -48.1% | -19.4% |
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