+33.7%
XPO vs CAI
+12.6%
+21.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | +3.5% | -6.3% | +9.8% | +3.9% |
| 30D | +2.8% | +9.3% | -6.5% | +1.9% |
| 3M | -7.5% | +106.3% | -113.8% | -14.1% |
| 6M | -5.9% | +77.7% | -83.7% | -11.5% |
| YTD | +38.4% | +23.1% | +15.2% | +37.0% |
| 1Y | +33.7% | +6.5% | +27.2% | +36.2% |
| All | +33.7% | +12.6% | +21.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling