+3,970.2%
COST vs XPO
+9,839.2%
-5,869.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.6% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -5.3% | -8.1% | +2.8% | -4.8% |
| 3M | -6.7% | -19.0% | +12.4% | -5.5% |
| 6M | -9.9% | -5.2% | -4.8% | -9.9% |
| YTD | +5.1% | +35.6% | -30.4% | +2.5% |
| 1Y | -7.3% | +41.1% | -48.4% | -10.0% |
| 3Y | +70.4% | +157.9% | -87.5% | +57.3% |
| 5Y | +104.4% | +265.6% | -161.2% | +81.9% |
| 10Y | +609.0% | +1,516.8% | -907.8% | +484.8% |
| All | +3,970.2% | +9,839.2% | -5,869.0% | +3,018.2% |
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