+274.2%
XPO vs COO
-39.5%
+313.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.2% | 0.0% |
| 7D | +2.7% | -2.3% | +5.0% | +4.0% |
| 30D | -6.2% | -8.8% | +2.6% | -1.2% |
| 3M | -15.4% | +1.3% | -16.7% | -16.7% |
| 6M | +0.7% | -11.6% | +12.3% | +7.4% |
| YTD | +39.8% | -17.4% | +57.3% | +56.0% |
| 1Y | +43.3% | -1.6% | +44.9% | +43.3% |
| 3Y | +166.0% | -22.6% | +188.7% | +188.1% |
| 5Y | +274.2% | -40.3% | +314.5% | +359.8% |
| All | +274.2% | -39.5% | +313.6% | +359.8% |
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 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