+11.4%
CPB vs XPO
-7.6%
+19.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | -4.1% | +0.5% | -4.6% | -4.0% |
| 30D | +16.9% | +4.7% | +12.2% | +16.6% |
| 3M | -0.6% | -7.1% | +6.5% | -0.7% |
| 6M | +11.4% | -6.3% | +17.6% | +13.2% |
| All | +11.4% | -7.6% | +19.0% | +13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling