-41.4%
CPB vs XPO
+153.8%
-195.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.6% |
| 7D | -8.0% | -0.9% | -7.1% | -8.0% |
| 30D | -2.4% | -8.1% | +5.7% | -2.2% |
| 3M | +0.5% | -19.0% | +19.6% | +1.0% |
| 6M | -10.5% | -5.2% | -5.3% | -10.4% |
| YTD | -17.5% | +35.6% | -53.1% | -17.9% |
| 1Y | -31.0% | +41.1% | -72.1% | -31.5% |
| All | -41.4% | +153.8% | -195.2% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling