+260.5%
CP vs XPO
+1,266.4%
-1,005.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | +2.1% | +9.0% | -6.8% | 0.0% |
| 30D | +9.3% | +4.2% | +5.2% | +8.1% |
| 3M | +0.5% | -8.7% | +9.1% | +2.4% |
| 6M | +10.4% | -2.8% | +13.2% | +10.5% |
| YTD | +28.7% | +41.9% | -13.2% | +16.9% |
| 1Y | +33.2% | +42.3% | -9.1% | +20.7% |
| 3Y | +38.4% | +127.3% | -88.8% | +7.5% |
| 5Y | +26.2% | +306.4% | -280.2% | -19.5% |
| All | +260.5% | +1,266.4% | -1,005.9% | +69.1% |
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