+146.9%
CVE vs XPO
+1,236.5%
-1,089.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +4.6% | +6.9% | -2.2% | +2.4% |
| 30D | -12.0% | +4.1% | -16.1% | -13.4% |
| 3M | -3.8% | -9.7% | +6.0% | -1.2% |
| 6M | -2.7% | -3.8% | +1.1% | -2.9% |
| YTD | +73.6% | +38.8% | +34.8% | +50.7% |
| 1Y | +62.0% | +34.2% | +27.8% | +41.7% |
| 3Y | +72.7% | +126.9% | -54.2% | +17.8% |
| 5Y | +153.9% | +297.5% | -143.6% | +28.8% |
| All | +146.9% | +1,236.5% | -1,089.5% | -5.7% |
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 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