+1,040.4%
CCI vs XPO
+10,316.6%
-9,276.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.3% | -2.1% |
| 7D | -0.4% | +2.4% | -2.8% | -0.6% |
| 30D | +2.7% | -3.5% | +6.2% | +2.9% |
| 3M | -18.2% | -11.9% | -6.3% | -17.6% |
| 6M | -14.8% | -10.0% | -4.8% | -14.5% |
| YTD | -12.6% | +42.1% | -54.7% | -14.9% |
| 1Y | -16.7% | +47.6% | -64.3% | -19.3% |
| 3Y | -10.5% | +153.6% | -164.1% | -17.6% |
| 5Y | -51.4% | +266.5% | -317.9% | -57.0% |
| 10Y | +20.0% | +1,460.4% | -1,440.4% | -3.6% |
| All | +1,040.4% | +10,316.6% | -9,276.1% | +710.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling