+163.9%
CCJ vs XPO
+306.2%
-142.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.1% |
| 7D | -0.8% | +9.0% | -9.8% | -3.1% |
| 30D | -13.2% | +4.2% | -17.3% | -14.2% |
| 3M | -27.6% | -8.7% | -19.0% | -26.1% |
| 6M | -38.7% | -2.8% | -35.9% | -38.7% |
| YTD | -22.7% | +41.9% | -64.6% | -30.7% |
| 1Y | -17.6% | +42.3% | -59.9% | -26.4% |
| 3Y | +62.7% | +127.3% | -64.6% | +19.1% |
| All | +163.9% | +306.2% | -142.2% | +41.2% |
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