-8.2%
CSGP vs XPO
-12.5%
+4.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.2% | +4.5% | -1.2% |
| 7D | +13.9% | -3.6% | +17.5% | +14.2% |
| 30D | +16.0% | -3.8% | +19.8% | +16.7% |
| 3M | +6.1% | -11.8% | +17.9% | +5.9% |
| 6M | -8.2% | -15.0% | +6.8% | -7.8% |
| All | -8.2% | -12.5% | +4.4% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling