+216.7%
CTVA vs XPO
+864.0%
-647.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.5% | -5.7% | +1.1% | -3.2% |
| 30D | +11.3% | -12.8% | +24.1% | +14.8% |
| 3M | +12.3% | -20.0% | +32.3% | +17.9% |
| 6M | +7.2% | -6.0% | +13.2% | +7.5% |
| YTD | +26.0% | +34.0% | -8.0% | +14.7% |
| 1Y | +16.0% | +35.6% | -19.5% | +4.4% |
| 3Y | +73.9% | +152.3% | -78.4% | +24.2% |
| 5Y | +103.8% | +264.4% | -160.6% | +22.5% |
| All | +216.7% | +864.0% | -647.3% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling