+308.9%
XPO vs COO
-40.8%
+349.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.7% | +4.9% |
| 7D | -1.9% | +4.3% | -6.2% | -4.3% |
| 30D | +2.5% | +17.6% | -15.1% | -6.7% |
| 3M | -7.2% | -13.9% | +6.7% | -0.3% |
| 6M | -8.1% | +6.6% | -14.6% | -14.1% |
| YTD | +38.3% | -22.0% | +60.3% | +57.5% |
| 1Y | +33.6% | -8.8% | +42.4% | +38.2% |
| 3Y | +133.1% | -21.5% | +154.6% | +143.4% |
| 5Y | +308.9% | -41.0% | +349.9% | +404.0% |
| All | +308.9% | -40.8% | +349.7% | +404.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling