+548.0%
JCI vs XPO
+10,300.9%
-9,752.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.5% |
| 7D | +3.2% | +9.0% | -5.8% | +2.1% |
| 30D | -8.6% | +4.2% | -12.8% | -9.1% |
| 3M | -7.7% | -8.7% | +0.9% | -6.8% |
| 6M | -2.6% | -2.8% | +0.2% | -2.4% |
| YTD | +17.4% | +41.9% | -24.5% | +12.1% |
| 1Y | +16.9% | +42.3% | -25.4% | +11.5% |
| 3Y | +186.7% | +127.3% | +59.5% | +155.8% |
| 5Y | +95.4% | +306.4% | -211.0% | +60.5% |
| 10Y | +292.7% | +1,290.9% | -998.2% | +188.1% |
| All | +548.0% | +10,300.9% | -9,752.9% | +331.5% |
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 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