+250.7%
CP vs XPO
+1,356.2%
-1,105.5%
-33.7%
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 | +2.8% | -1.5% | +4.3% | +3.1% |
| 30D | +11.0% | +2.6% | +8.5% | +10.2% |
| 3M | +3.8% | -6.1% | +10.0% | +5.2% |
| 6M | +9.5% | -8.0% | +17.4% | +11.0% |
| YTD | +28.2% | +38.5% | -10.3% | +17.2% |
| 1Y | +33.0% | +35.0% | -2.1% | +22.0% |
| 3Y | +35.5% | +126.5% | -90.9% | +5.4% |
| 5Y | +25.8% | +315.4% | -289.6% | -20.2% |
| 10Y | +250.7% | +1,272.1% | -1,021.4% | +68.6% |
| All | +250.7% | +1,356.2% | -1,105.5% | +68.6% |
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