+572.2%
JCI vs XPO
+10,316.6%
-9,744.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +1.4% |
| 7D | +3.8% | +2.4% | +1.4% | +3.5% |
| 30D | -5.7% | -3.5% | -2.1% | -5.3% |
| 3M | -1.4% | -11.9% | +10.5% | 0.0% |
| 6M | +4.1% | -10.0% | +14.1% | +5.3% |
| YTD | +21.7% | +42.1% | -20.3% | +16.4% |
| 1Y | +36.1% | +47.6% | -11.5% | +29.1% |
| 3Y | +154.4% | +153.6% | +0.9% | +124.0% |
| 5Y | +112.0% | +266.5% | -154.5% | +75.9% |
| 10Y | +322.2% | +1,460.4% | -1,138.2% | +207.9% |
| All | +572.2% | +10,316.6% | -9,744.3% | +347.8% |
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