+1,056.5%
CCJ vs XPO
+1,516.3%
-459.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.0% | -5.7% | +1.6% | -2.7% |
| 30D | -2.4% | -12.8% | +10.4% | +0.8% |
| 3M | -2.3% | -20.0% | +17.7% | +2.7% |
| 6M | -16.2% | -6.0% | -10.2% | -15.5% |
| YTD | +5.7% | +34.0% | -28.4% | -2.6% |
| 1Y | +21.3% | +35.6% | -14.3% | +10.7% |
| 3Y | +159.4% | +152.3% | +7.1% | +94.3% |
| 5Y | +300.7% | +264.4% | +36.3% | +157.9% |
| All | +1,056.5% | +1,516.3% | -459.9% | +405.1% |
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