+629.1%
CRS vs XPO
+153.8%
+475.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +1.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | -18.1% | -8.1% | -10.0% | -15.7% |
| 3M | -12.4% | -19.0% | +6.6% | -5.9% |
| 6M | +15.9% | -5.2% | +21.1% | +17.9% |
| YTD | +45.8% | +35.6% | +10.3% | +30.8% |
| 1Y | +87.8% | +41.1% | +46.6% | +63.9% |
| All | +629.1% | +153.8% | +475.2% | +427.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling