+10,783.8%
XPO vs COO
+542.2%
+10,241.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.5% | +4.5% | -6.0% | -2.8% |
| 30D | +2.6% | +16.9% | -14.3% | -2.1% |
| 3M | -6.1% | -16.7% | +10.6% | -1.7% |
| 6M | -8.0% | +5.9% | -13.9% | -10.5% |
| YTD | +38.5% | -22.4% | +60.9% | +47.8% |
| 1Y | +35.0% | -10.1% | +45.1% | +38.2% |
| 3Y | +126.5% | -22.8% | +149.2% | +138.7% |
| 5Y | +315.4% | -41.4% | +356.8% | +368.4% |
| 10Y | +1,272.1% | +41.3% | +1,230.9% | +1,235.2% |
| All | +10,783.8% | +542.2% | +10,241.6% | +9,099.5% |
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