+606.1%
COST vs XPO
+1,516.3%
-910.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.2% | -5.7% | +4.5% | -0.4% |
| 30D | -4.7% | -12.8% | +8.1% | -3.0% |
| 3M | -7.1% | -20.0% | +12.9% | -4.4% |
| 6M | -8.5% | -6.0% | -2.5% | -8.4% |
| YTD | +5.4% | +34.0% | -28.7% | -0.1% |
| 1Y | -5.6% | +35.6% | -41.2% | -11.0% |
| 3Y | +68.5% | +152.3% | -83.8% | +40.2% |
| 5Y | +105.2% | +264.4% | -159.1% | +54.9% |
| All | +606.1% | +1,516.3% | -910.2% | +357.6% |
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