+1,451.6%
XPO vs COO
+17.5%
+1,434.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.7% | +13.6% | +7.3% |
| 7D | -1.3% | -23.3% | +22.0% | +13.7% |
| 30D | -10.4% | -29.5% | +19.1% | +8.3% |
| 3M | -15.7% | -20.0% | +4.3% | -5.9% |
| 6M | -6.3% | -27.2% | +20.9% | +10.1% |
| YTD | +34.2% | -33.9% | +68.1% | +67.5% |
| 1Y | +39.9% | -19.9% | +59.9% | +55.6% |
| 3Y | +155.2% | -38.1% | +193.3% | +214.1% |
| 5Y | +264.7% | -52.0% | +316.7% | +416.3% |
| All | +1,451.6% | +17.5% | +1,434.0% | +1,409.7% |
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