+293.5%
JCI vs XPO
+1,266.4%
-972.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.9% |
| 7D | +3.2% | +9.0% | -5.8% | +0.8% |
| 30D | -8.6% | +4.2% | -12.8% | -9.7% |
| 3M | -7.7% | -8.7% | +0.9% | -5.7% |
| 6M | -2.6% | -2.8% | +0.2% | -2.3% |
| YTD | +17.4% | +41.9% | -24.5% | +5.8% |
| 1Y | +16.9% | +42.3% | -25.4% | +5.0% |
| 3Y | +186.7% | +127.3% | +59.5% | +118.3% |
| 5Y | +95.4% | +306.4% | -211.0% | +20.3% |
| All | +293.5% | +1,266.4% | -972.9% | +74.5% |
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