+55.4%
CVS vs XPO
+151.2%
-95.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.0% | -1.3% | -0.6% | -1.9% |
| 30D | +1.9% | -10.4% | +12.3% | +2.6% |
| 3M | -2.2% | -15.7% | +13.5% | -1.1% |
| 6M | +26.7% | -6.3% | +33.1% | +27.0% |
| YTD | +22.9% | +34.2% | -11.3% | +20.0% |
| 1Y | +32.9% | +39.9% | -7.0% | +29.3% |
| All | +55.4% | +151.2% | -95.8% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling