+31.5%
CP vs XPO
+271.9%
-240.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 6M | +10.3% | +0.7% | +9.6% | +9.6% |
| YTD | +24.3% | +39.8% | -15.5% | +14.4% |
| 1Y | +20.4% | +43.3% | -22.9% | +9.7% |
| 3Y | +21.8% | +166.0% | -144.3% | -6.7% |
| 5Y | +31.5% | +274.2% | -242.6% | -13.1% |
| All | +31.5% | +271.9% | -240.4% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling