+41.1%
XPO vs COO
-7.1%
+48.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.2% | +3.2% | +0.1% |
| 7D | -0.9% | -9.0% | +8.0% | +3.7% |
| 30D | -8.1% | -16.8% | +8.7% | +0.7% |
| 3M | -19.0% | -7.5% | -11.5% | -16.7% |
| 6M | -5.2% | -16.3% | +11.1% | +6.7% |
| YTD | +35.6% | -22.5% | +58.1% | +62.2% |
| 1Y | +41.1% | -7.0% | +48.1% | +51.8% |
| All | +41.1% | -7.1% | +48.2% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling