+61.1%
CPB vs XPO
+10,316.6%
-10,255.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.5% | -7.9% | -3.5% |
| 7D | -8.6% | +2.4% | -11.0% | -8.6% |
| 30D | -7.2% | -3.5% | -3.7% | -7.2% |
| 3M | +0.9% | -11.9% | +12.8% | +1.1% |
| 6M | -11.8% | -10.0% | -1.9% | -11.7% |
| YTD | -19.4% | +42.1% | -61.5% | -20.0% |
| 1Y | -30.4% | +47.6% | -78.0% | -30.9% |
| 3Y | -40.2% | +153.6% | -193.7% | -41.3% |
| 5Y | -39.5% | +266.5% | -306.0% | -41.4% |
| 10Y | -47.4% | +1,460.4% | -1,507.8% | -50.7% |
| All | +61.1% | +10,316.6% | -10,255.5% | +46.5% |
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 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