+51.0%
XPO vs CAI
-9.9%
+60.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -5.7% | -2.9% | -2.7% | -5.3% |
| 30D | -12.8% | +9.3% | -22.2% | -13.9% |
| 3M | -20.0% | +35.2% | -55.2% | -23.6% |
| 6M | -6.0% | +30.7% | -36.8% | -11.2% |
| YTD | +34.0% | -9.8% | +43.8% | +36.3% |
| 1Y | +35.6% | -28.9% | +64.4% | +43.8% |
| All | +51.0% | -9.9% | +60.9% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling