-22.4%
CPB vs XPO
+38.7%
-61.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +0.9% | +3.0% |
| 7D | -1.6% | +9.0% | -10.5% | -2.1% |
| 30D | +19.2% | +4.2% | +15.0% | +18.8% |
| 3M | -0.9% | -8.7% | +7.7% | -0.6% |
| 6M | +15.2% | -2.8% | +18.0% | +14.9% |
| YTD | -13.1% | +41.9% | -54.9% | -15.3% |
| 1Y | -22.4% | +42.3% | -64.8% | -24.5% |
| All | -22.4% | +38.7% | -61.2% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling