+1,323.2%
CRS vs XPO
+1,516.3%
-193.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -6.8% | -5.7% | -1.1% | -4.2% |
| 30D | -16.1% | -12.8% | -3.3% | -10.7% |
| 3M | -21.2% | -20.0% | -1.2% | -13.2% |
| 6M | +8.7% | -6.0% | +14.7% | +11.3% |
| YTD | +41.0% | +34.0% | +6.9% | +21.1% |
| 1Y | +82.7% | +35.6% | +47.1% | +53.3% |
| 3Y | +604.8% | +152.3% | +452.5% | +307.0% |
| 5Y | +1,384.7% | +264.4% | +1,120.3% | +553.4% |
| All | +1,323.2% | +1,516.3% | -193.1% | +179.8% |
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 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