+62.8%
CVE vs XPO
+12,049.4%
-11,986.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.2% | +3.4% | -1.3% |
| 7D | -14.1% | -3.6% | -10.5% | -13.3% |
| 30D | -11.6% | -3.8% | -7.8% | -10.9% |
| 3M | 0.0% | -11.8% | +11.9% | +2.7% |
| 6M | -8.4% | -15.0% | +6.6% | -5.6% |
| YTD | +65.9% | +29.9% | +36.1% | +51.9% |
| 1Y | +69.4% | +27.6% | +41.8% | +55.4% |
| 3Y | +55.9% | +121.9% | -66.0% | +19.3% |
| 5Y | +146.2% | +277.9% | -131.7% | +55.4% |
| 10Y | +140.6% | +1,371.4% | -1,230.7% | +13.5% |
| All | +62.8% | +12,049.4% | -11,986.6% | -41.4% |
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