+114.8%
CSCO vs XPO
+262.4%
-147.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.8% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -10.7% | -8.1% | -2.6% | -9.5% |
| 3M | -8.7% | -19.0% | +10.3% | -5.6% |
| 6M | +44.9% | -5.2% | +50.1% | +45.5% |
| YTD | +44.1% | +35.6% | +8.6% | +36.3% |
| 1Y | +65.9% | +41.1% | +24.8% | +55.0% |
| 3Y | +109.0% | +157.9% | -48.9% | +70.5% |
| 5Y | +114.8% | +265.6% | -150.9% | +54.0% |
| All | +114.8% | +262.4% | -147.7% | +54.0% |
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