+1,017.9%
CSGP vs XPO
+10,316.6%
-9,298.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 6M | -35.1% | -10.0% | -25.1% | -34.6% |
| YTD | -54.0% | +42.1% | -96.1% | -56.4% |
| 1Y | -65.3% | +47.6% | -112.9% | -67.4% |
| 3Y | -62.6% | +153.6% | -216.1% | -67.8% |
| 5Y | -64.8% | +266.5% | -331.3% | -71.7% |
| 10Y | +45.1% | +1,460.4% | -1,415.4% | -1.0% |
| All | +1,017.9% | +10,316.6% | -9,298.7% | +585.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling