+2,379.1%
CP vs XPO
+9,445.4%
-7,066.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +2.8% | -6.7% | +9.4% | +3.7% |
| 30D | +10.2% | -1.9% | +12.1% | +10.4% |
| 3M | +2.4% | -9.9% | +12.2% | +3.7% |
| 6M | +7.7% | -16.4% | +24.0% | +10.0% |
| YTD | +26.0% | +30.2% | -4.2% | +21.1% |
| 1Y | +34.6% | +29.9% | +4.8% | +29.3% |
| 3Y | +26.7% | +122.6% | -96.0% | +11.6% |
| 5Y | +24.9% | +278.9% | -254.0% | +0.7% |
| 10Y | +258.6% | +1,375.3% | -1,116.7% | +146.0% |
| All | +2,379.1% | +9,445.4% | -7,066.3% | +1,413.4% |
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