-62.5%
CSGP vs XPO
+296.5%
-359.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.3% | -4.0% | +0.9% |
| 7D | -1.8% | -1.9% | +0.1% | -1.5% |
| 30D | +5.3% | +2.5% | +2.8% | +4.8% |
| 3M | +3.3% | -7.2% | +10.5% | +4.8% |
| 6M | -4.7% | -8.1% | +3.4% | -3.6% |
| YTD | -53.5% | +38.3% | -91.9% | -57.8% |
| 1Y | -53.7% | +33.6% | -87.3% | -57.7% |
| 3Y | -59.7% | +133.1% | -192.8% | -70.3% |
| 5Y | -62.5% | +308.9% | -371.4% | -78.6% |
| All | -62.5% | +296.5% | -359.0% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling