+224.3%
CTVA vs XPO
+905.7%
-681.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.9% |
| 7D | -2.1% | +2.7% | -4.8% | -2.7% |
| 30D | +12.0% | -6.2% | +18.2% | +13.5% |
| 3M | +13.5% | -15.4% | +28.9% | +17.5% |
| 6M | +12.1% | +0.7% | +11.4% | +10.5% |
| YTD | +29.0% | +39.8% | -10.8% | +16.3% |
| 1Y | +18.9% | +43.3% | -24.5% | +5.5% |
| 3Y | +78.9% | +166.0% | -87.2% | +26.1% |
| 5Y | +105.2% | +274.2% | -168.9% | +23.0% |
| All | +224.3% | +905.7% | -681.5% | +15.7% |
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 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