+11,066.6%
XPO vs COO
+603.0%
+10,463.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +4.9% |
| 7D | +2.4% | -2.2% | +4.6% | +3.0% |
| 30D | -3.5% | -7.0% | +3.5% | -1.6% |
| 3M | -11.9% | +12.2% | -24.1% | -15.2% |
| 6M | -10.0% | -15.1% | +5.2% | -5.9% |
| YTD | +42.1% | -15.1% | +57.2% | +48.6% |
| 1Y | +47.6% | +2.3% | +45.3% | +46.3% |
| 3Y | +153.6% | -23.7% | +177.3% | +169.1% |
| 5Y | +266.5% | -38.9% | +305.4% | +309.4% |
| 10Y | +1,460.4% | +49.9% | +1,410.5% | +1,394.3% |
| All | +11,066.6% | +603.0% | +10,463.5% | +9,150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling