+70.3%
CPB vs XPO
+10,095.4%
-10,025.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.2% |
| 7D | -4.1% | +0.5% | -4.6% | -4.1% |
| 30D | +16.9% | +4.7% | +12.2% | +16.8% |
| 3M | -0.6% | -7.1% | +6.5% | -0.4% |
| 6M | +11.4% | -6.3% | +17.6% | +11.4% |
| YTD | -14.8% | +39.1% | -53.9% | -15.4% |
| 1Y | -24.8% | +36.7% | -61.5% | -25.3% |
| 3Y | -36.6% | +127.4% | -164.0% | -37.7% |
| 5Y | -33.3% | +315.0% | -348.3% | -35.5% |
| 10Y | -40.4% | +1,263.5% | -1,303.8% | -44.0% |
| All | +70.3% | +10,095.4% | -10,025.1% | +54.8% |
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