+1,249.5%
XPO vs COO
+41.1%
+1,208.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | +9.0% | +0.5% | +8.5% | +8.7% |
| 30D | +4.2% | +14.2% | -10.0% | -3.7% |
| 3M | -8.7% | -18.2% | +9.6% | +1.0% |
| 6M | -2.8% | +5.3% | -8.1% | -8.4% |
| YTD | +41.9% | -23.6% | +65.4% | +62.4% |
| 1Y | +42.3% | -12.7% | +55.0% | +50.5% |
| 3Y | +127.3% | -24.2% | +151.5% | +147.5% |
| 5Y | +306.4% | -40.0% | +346.4% | +405.7% |
| All | +1,249.5% | +41.1% | +1,208.4% | +1,065.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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