+137.2%
CVE vs XPO
+1,283.6%
-1,146.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -10.0% | -1.5% | -8.4% | -9.6% |
| 30D | -11.9% | +2.6% | -14.4% | -12.8% |
| 3M | -5.9% | -6.1% | +0.2% | -4.6% |
| 6M | -1.6% | -8.0% | +6.4% | -0.3% |
| YTD | +66.3% | +38.5% | +27.8% | +44.4% |
| 1Y | +57.5% | +35.0% | +22.5% | +37.5% |
| 3Y | +65.4% | +126.5% | -61.0% | +12.9% |
| 5Y | +144.2% | +315.4% | -171.3% | +21.4% |
| All | +137.2% | +1,283.6% | -1,146.5% | -9.2% |
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