-49.3%
CCI vs XPO
+261.3%
-310.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -0.3% | -5.7% | +5.4% | +0.2% |
| 30D | +2.2% | -12.8% | +15.0% | +3.3% |
| 3M | -16.9% | -20.0% | +3.1% | -15.5% |
| 6M | -11.5% | -6.0% | -5.5% | -11.4% |
| YTD | -12.8% | +34.0% | -46.9% | -15.6% |
| 1Y | -17.1% | +35.6% | -52.6% | -19.9% |
| 3Y | -9.6% | +152.3% | -161.9% | -21.7% |
| All | -49.3% | +261.3% | -310.6% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling