-50.5%
CPNG vs XPO
+261.3%
-311.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -1.1% | -5.7% | +4.5% | +0.9% |
| 30D | -7.4% | -12.8% | +5.5% | -3.2% |
| 3M | -12.3% | -20.0% | +7.6% | -6.2% |
| 6M | -19.4% | -6.0% | -13.4% | -18.8% |
| YTD | -35.9% | +34.0% | -69.9% | -43.8% |
| 1Y | -53.4% | +35.6% | -89.0% | -59.8% |
| 3Y | -20.0% | +152.3% | -172.3% | -54.2% |
| All | -50.5% | +261.3% | -311.7% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling