+73.7%
CPB vs XPO
+10,300.9%
-10,227.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +3.1% |
| 7D | -1.6% | +9.0% | -10.5% | -1.7% |
| 30D | +19.2% | +4.2% | +15.0% | +19.1% |
| 3M | -1.0% | -8.7% | +7.7% | -0.8% |
| 6M | +15.2% | -2.8% | +18.0% | +15.2% |
| YTD | -13.1% | +41.9% | -55.0% | -13.7% |
| 1Y | -22.4% | +42.3% | -64.8% | -23.0% |
| 3Y | -35.3% | +127.3% | -162.6% | -36.5% |
| 5Y | -33.0% | +306.4% | -339.4% | -35.2% |
| 10Y | -39.2% | +1,290.9% | -1,330.1% | -42.9% |
| All | +73.7% | +10,300.9% | -10,227.2% | +57.9% |
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 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