+51.2%
XPO vs CAI
-11.0%
+62.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -1.3% | -5.1% | +3.7% | -0.7% |
| 30D | -10.4% | +3.9% | -14.2% | -10.9% |
| 3M | -15.7% | +40.1% | -55.8% | -20.1% |
| 6M | -6.3% | +29.7% | -36.0% | -11.5% |
| YTD | +34.2% | -10.9% | +45.1% | +36.6% |
| 1Y | +39.9% | -28.0% | +68.0% | +48.0% |
| All | +51.2% | -11.0% | +62.1% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling