-25.9%
CCJ vs XPO
+38.8%
-64.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -14.5% | +3.5% | -18.0% | -15.3% |
| 30D | -18.1% | +2.8% | -20.9% | -18.7% |
| 3M | -23.0% | -7.5% | -15.5% | -21.6% |
| 6M | -39.4% | -5.9% | -33.4% | -38.9% |
| YTD | -21.7% | +38.4% | -60.0% | -27.5% |
| 1Y | -25.9% | +33.7% | -59.6% | -31.0% |
| All | -25.9% | +38.8% | -64.7% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling