+55.6%
CSGP vs XPO
+1,236.5%
-1,180.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -6.1% | +6.9% | -12.9% | -7.5% |
| 30D | +0.3% | +4.1% | -3.8% | -0.5% |
| 3M | -1.3% | -9.7% | +8.4% | +0.8% |
| 6M | -8.9% | -3.8% | -5.1% | -8.8% |
| YTD | -55.2% | +38.8% | -94.0% | -59.3% |
| 1Y | -56.4% | +34.2% | -90.6% | -60.1% |
| 3Y | -62.2% | +126.9% | -189.1% | -71.2% |
| 5Y | -63.7% | +297.5% | -361.2% | -77.3% |
| All | +55.6% | +1,236.5% | -1,180.9% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling