+5,648.9%
CRM vs XPO
+8,242.0%
-2,593.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -8.1% | -1.3% | -6.8% | -8.0% |
| 30D | +23.1% | -10.4% | +33.4% | +24.8% |
| 3M | +42.5% | -15.7% | +58.2% | +45.6% |
| 6M | +25.3% | -6.3% | +31.6% | +25.6% |
| YTD | -7.8% | +34.2% | -42.0% | -12.7% |
| 1Y | +1.0% | +39.9% | -38.9% | -5.2% |
| 3Y | +10.0% | +155.2% | -145.2% | -6.5% |
| 5Y | -3.9% | +264.7% | -268.6% | -23.7% |
| 10Y | +233.2% | +1,500.1% | -1,266.9% | +123.9% |
| All | +5,648.9% | +8,242.0% | -2,593.1% | +3,439.9% |
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