-46.9%
CPB vs XPO
+1,517.7%
-1,564.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.3% |
| 7D | -5.4% | -1.3% | -4.0% | -5.4% |
| 30D | -7.8% | -10.4% | +2.5% | -7.6% |
| 3M | -6.9% | -15.7% | +8.8% | -6.6% |
| 6M | -12.2% | -6.3% | -5.9% | -12.1% |
| YTD | -21.1% | +34.2% | -55.2% | -21.7% |
| 1Y | -33.5% | +39.9% | -73.5% | -34.1% |
| 3Y | -43.2% | +155.2% | -198.4% | -44.6% |
| 5Y | -40.9% | +264.7% | -305.6% | -43.3% |
| All | -46.9% | +1,517.7% | -1,564.6% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling