+1,401.6%
CRS vs XPO
+257.8%
+1,143.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | -4.1% | -1.3% | -2.8% | -3.7% |
| 30D | -16.6% | -10.4% | -6.2% | -13.2% |
| 3M | -14.3% | -15.7% | +1.4% | -8.9% |
| 6M | +11.6% | -6.3% | +17.9% | +14.1% |
| YTD | +42.6% | +34.2% | +8.4% | +26.8% |
| 1Y | +81.8% | +39.9% | +41.9% | +56.9% |
| 3Y | +632.1% | +155.2% | +476.8% | +376.8% |
| 5Y | +1,401.6% | +264.7% | +1,137.0% | +651.5% |
| All | +1,401.6% | +257.8% | +1,143.9% | +651.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling