-70.0%
CPNG vs XPO
+347.7%
-417.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.7% |
| 7D | -7.6% | -0.9% | -6.6% | -7.4% |
| 30D | -8.8% | -8.1% | -0.7% | -6.6% |
| 3M | -7.2% | -19.0% | +11.8% | -1.3% |
| 6M | -21.5% | -5.2% | -16.3% | -21.2% |
| YTD | -37.4% | +35.6% | -73.0% | -44.9% |
| 1Y | -54.3% | +41.1% | -95.4% | -60.8% |
| 3Y | -20.3% | +157.9% | -178.2% | -52.6% |
| 5Y | -51.2% | +265.6% | -316.8% | -80.3% |
| All | -70.0% | +347.7% | -417.7% | -87.5% |
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