-53.3%
CSGP vs XPO
+38.8%
-92.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.2% |
| 7D | +18.3% | +3.5% | +14.8% | +17.9% |
| 30D | +17.8% | +2.8% | +14.9% | +17.6% |
| 3M | +9.3% | -7.5% | +16.7% | +9.8% |
| 6M | -7.9% | -5.9% | -2.0% | -8.0% |
| YTD | -51.5% | +38.4% | -89.9% | -54.5% |
| 1Y | -53.3% | +33.7% | -87.0% | -55.8% |
| All | -53.3% | +38.8% | -92.1% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling