+69.3%
CCI vs XPO
+1,266.4%
-1,197.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -1.0% | +1.0% |
| 7D | +2.5% | +9.0% | -6.4% | +1.5% |
| 30D | +14.4% | +4.2% | +10.3% | +13.8% |
| 3M | +21.7% | -8.7% | +30.3% | +22.7% |
| 6M | +4.0% | -2.8% | +6.8% | +3.8% |
| YTD | +6.2% | +41.9% | -35.7% | +0.9% |
| 1Y | +5.4% | +42.3% | -36.9% | 0.0% |
| 3Y | +11.7% | +127.3% | -115.5% | -3.7% |
| 5Y | -35.6% | +306.4% | -342.0% | -50.8% |
| All | +69.3% | +1,266.4% | -1,197.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling