+5,569.6%
CRS vs XPO
+10,152.6%
-4,583.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -2.0% | -3.2% |
| 7D | -3.1% | +2.7% | -5.8% | -3.6% |
| 30D | -19.6% | -6.2% | -13.4% | -18.5% |
| 3M | -8.1% | -15.4% | +7.3% | -4.8% |
| 6M | +18.6% | +0.7% | +17.8% | +18.4% |
| YTD | +45.9% | +39.8% | +6.0% | +35.2% |
| 1Y | +82.5% | +43.3% | +39.2% | +67.0% |
| 3Y | +648.9% | +166.0% | +482.9% | +491.9% |
| 5Y | +1,438.1% | +274.2% | +1,164.0% | +1,004.4% |
| 10Y | +1,327.0% | +1,429.0% | -102.1% | +735.8% |
| All | +5,569.6% | +10,152.6% | -4,583.0% | +2,653.3% |
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 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