-60.3%
CSGP vs XPO
+122.0%
-182.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -4.9% | -4.7% |
| 7D | +1.3% | -6.7% | +7.9% | +2.2% |
| 30D | +10.7% | -1.9% | +12.6% | +11.1% |
| 3M | +3.3% | -9.9% | +13.2% | +4.6% |
| 6M | -10.3% | -16.4% | +6.0% | -8.5% |
| YTD | -54.6% | +30.2% | -84.8% | -56.8% |
| 1Y | -54.6% | +29.9% | -84.5% | -56.9% |
| 3Y | -60.3% | +122.6% | -183.0% | -67.9% |
| All | -60.3% | +122.0% | -182.3% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling