+60.1%
XPO vs CAI
-7.1%
+67.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.6% |
| 7D | +2.4% | -2.2% | +4.6% | +2.7% |
| 30D | -3.5% | +52.4% | -55.9% | -9.4% |
| 3M | -11.9% | +45.1% | -57.0% | -16.9% |
| 6M | -10.0% | +26.2% | -36.2% | -13.9% |
| YTD | +42.1% | -7.1% | +49.2% | +43.9% |
| 1Y | +47.6% | -31.0% | +78.6% | +57.8% |
| All | +60.1% | -7.1% | +67.2% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling