+660.6%
CSCO vs XPO
+10,073.3%
-9,412.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | +6.6% | +6.9% | -0.3% | +5.8% |
| 30D | -11.3% | +4.1% | -15.5% | -11.8% |
| 3M | -17.3% | -9.7% | -7.6% | -16.5% |
| 6M | +3.5% | -3.8% | +7.3% | +3.8% |
| YTD | +34.9% | +38.8% | -3.9% | +29.7% |
| 1Y | +40.5% | +34.2% | +6.3% | +35.4% |
| 3Y | +109.3% | +126.9% | -17.7% | +87.5% |
| 5Y | +105.9% | +297.5% | -191.6% | +70.3% |
| 10Y | +335.8% | +1,260.5% | -924.7% | +215.3% |
| All | +660.6% | +10,073.3% | -9,412.7% | +352.6% |
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