+233.3%
CP vs XPO
+1,410.5%
-1,177.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -0.5% | -8.1% | +7.6% | +1.5% |
| 3M | +0.1% | -19.0% | +19.1% | +4.9% |
| 6M | +7.8% | -5.2% | +13.0% | +8.5% |
| YTD | +22.9% | +35.6% | -12.7% | +13.0% |
| 1Y | +21.3% | +41.1% | -19.8% | +9.9% |
| 3Y | +20.4% | +157.9% | -137.5% | -9.7% |
| 5Y | +34.9% | +265.6% | -230.7% | -11.7% |
| 10Y | +233.3% | +1,516.8% | -1,283.5% | +43.8% |
| All | +233.3% | +1,410.5% | -1,177.1% | +43.8% |
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