+238.9%
CRM vs XPO
+1,516.3%
-1,277.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -5.7% | +1.2% | -3.0% |
| 30D | +28.1% | -12.8% | +40.9% | +32.4% |
| 3M | +48.8% | -20.0% | +68.8% | +56.7% |
| 6M | +28.3% | -6.0% | +34.3% | +28.5% |
| YTD | -6.0% | +34.0% | -40.1% | -15.4% |
| 1Y | +1.4% | +35.6% | -34.1% | -9.5% |
| 3Y | +11.8% | +152.3% | -140.4% | -19.3% |
| 5Y | -2.0% | +264.4% | -266.4% | -39.5% |
| All | +238.9% | +1,516.3% | -1,277.4% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling