+105.9%
CSCO vs XPO
+313.2%
-207.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | +6.6% | +6.9% | -0.3% | +5.3% |
| 30D | -11.3% | +4.1% | -15.5% | -12.0% |
| 3M | -17.3% | -9.7% | -7.6% | -16.0% |
| 6M | +3.5% | -3.8% | +7.3% | +3.9% |
| YTD | +34.9% | +38.8% | -3.9% | +26.8% |
| 1Y | +40.5% | +34.2% | +6.3% | +32.5% |
| 3Y | +109.3% | +126.9% | -17.7% | +74.6% |
| 5Y | +105.9% | +297.5% | -191.6% | +47.4% |
| All | +105.9% | +313.2% | -207.3% | +47.4% |
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