-62.8%
CSGP vs XPO
+155.9%
-218.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -6.9% | -3.0% |
| 7D | -4.1% | +2.4% | -6.5% | -4.4% |
| 30D | +2.3% | -3.5% | +5.9% | +2.7% |
| 3M | -8.2% | -11.9% | +3.8% | -6.9% |
| 6M | -35.1% | -10.0% | -25.1% | -34.6% |
| YTD | -54.0% | +42.1% | -96.1% | -56.9% |
| 1Y | -65.3% | +47.6% | -112.9% | -67.8% |
| All | -62.8% | +155.9% | -218.7% | -69.7% |
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