+21.8%
CP vs XPO
+159.4%
-137.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +2.4% | +2.7% | -0.3% | +1.8% |
| 30D | -0.5% | -6.2% | +5.6% | +0.8% |
| 3M | +1.4% | -15.4% | +16.8% | +4.9% |
| 6M | +10.3% | +0.7% | +9.6% | +9.6% |
| YTD | +24.3% | +39.8% | -15.5% | +14.7% |
| 1Y | +20.4% | +43.3% | -22.9% | +10.0% |
| 3Y | +21.8% | +166.0% | -144.3% | -5.0% |
| All | +21.8% | +159.4% | -137.7% | -5.0% |
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