+1,897.8%
CCJ vs XPO
+10,316.6%
-8,418.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.5% |
| 7D | +0.7% | +2.4% | -1.7% | +0.4% |
| 30D | +6.9% | -3.5% | +10.4% | +7.4% |
| 3M | -11.6% | -11.9% | +0.3% | -10.3% |
| 6M | -16.2% | -10.0% | -6.3% | -15.3% |
| YTD | +10.1% | +42.1% | -32.0% | +4.5% |
| 1Y | +32.3% | +47.6% | -15.3% | +24.5% |
| 3Y | +171.3% | +153.6% | +17.7% | +133.4% |
| 5Y | +372.4% | +266.5% | +105.9% | +279.1% |
| 10Y | +1,070.0% | +1,460.4% | -390.4% | +693.1% |
| All | +1,897.8% | +10,316.6% | -8,418.8% | +1,072.3% |
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