+32.2%
CVS vs XPO
+261.3%
-229.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.2% | -5.7% | +3.5% | -1.7% |
| 30D | -0.1% | -12.8% | +12.7% | +1.0% |
| 3M | -5.2% | -20.0% | +14.8% | -3.6% |
| 6M | +26.9% | -6.0% | +32.9% | +27.2% |
| YTD | +22.1% | +34.0% | -12.0% | +18.7% |
| 1Y | +30.8% | +35.6% | -4.8% | +26.8% |
| 3Y | +54.4% | +152.3% | -97.9% | +39.2% |
| All | +32.2% | +261.3% | -229.1% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling