+711.0%
CSCO vs XPO
+10,316.6%
-9,605.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | +0.1% |
| 7D | -0.7% | +2.4% | -3.1% | -0.9% |
| 30D | -10.1% | -3.5% | -6.6% | -9.8% |
| 3M | -15.7% | -11.9% | -3.8% | -14.6% |
| 6M | +36.3% | -10.0% | +46.2% | +37.4% |
| YTD | +43.8% | +42.1% | +1.8% | +38.0% |
| 1Y | +63.9% | +47.6% | +16.3% | +56.2% |
| 3Y | +104.4% | +153.6% | -49.2% | +80.7% |
| 5Y | +111.4% | +266.5% | -155.2% | +76.1% |
| 10Y | +361.7% | +1,460.4% | -1,098.8% | +230.4% |
| All | +711.0% | +10,316.6% | -9,605.5% | +381.6% |
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