+303.7%
CCJ vs XPO
+257.8%
+45.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.7% |
| 7D | -3.2% | -1.3% | -1.8% | -2.9% |
| 30D | -1.3% | -10.4% | +9.0% | +1.4% |
| 3M | +2.5% | -15.7% | +18.2% | +6.7% |
| 6M | -18.9% | -6.3% | -12.5% | -18.1% |
| YTD | +6.5% | +34.2% | -27.7% | -2.5% |
| 1Y | +22.8% | +39.9% | -17.1% | +10.2% |
| 3Y | +164.5% | +155.2% | +9.2% | +87.8% |
| 5Y | +303.7% | +264.7% | +39.0% | +118.5% |
| All | +303.7% | +257.8% | +45.9% | +118.5% |
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