+26.7%
CP vs XPO
+122.0%
-95.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +2.8% | -6.7% | +9.4% | +4.3% |
| 30D | +10.2% | -1.9% | +12.1% | +10.6% |
| 3M | +2.4% | -9.9% | +12.2% | +4.6% |
| 6M | +7.7% | -16.4% | +24.0% | +11.5% |
| YTD | +26.0% | +30.2% | -4.2% | +17.9% |
| 1Y | +34.6% | +29.9% | +4.8% | +25.9% |
| 3Y | +26.7% | +122.6% | -96.0% | +3.5% |
| All | +26.7% | +122.0% | -95.3% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling