+2,422.1%
CP vs XPO
+10,095.4%
-7,673.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | +9.6% | +4.7% | +4.9% | +8.9% |
| 3M | +2.2% | -7.1% | +9.3% | +3.1% |
| 6M | +11.1% | -6.3% | +17.3% | +11.8% |
| YTD | +28.2% | +39.1% | -10.9% | +22.1% |
| 1Y | +32.2% | +36.7% | -4.5% | +26.1% |
| 3Y | +35.5% | +127.4% | -91.9% | +19.0% |
| 5Y | +26.8% | +315.0% | -288.2% | +1.0% |
| 10Y | +256.9% | +1,263.5% | -1,006.5% | +145.6% |
| All | +2,422.1% | +10,095.4% | -7,673.3% | +1,426.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling