-42.6%
CCL vs XPO
+1,516.3%
-1,559.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -3.2% | -5.7% | +2.4% | -0.3% |
| 30D | -17.8% | -12.8% | -5.0% | -11.9% |
| 3M | -18.7% | -20.0% | +1.3% | -9.5% |
| 6M | -11.4% | -6.0% | -5.4% | -9.2% |
| YTD | -24.3% | +34.0% | -58.4% | -36.1% |
| 1Y | -28.8% | +35.6% | -64.4% | -41.0% |
| 3Y | +49.3% | +152.3% | -103.0% | -18.6% |
| 5Y | +1.6% | +264.4% | -262.8% | -57.7% |
| All | -42.6% | +1,516.3% | -1,559.0% | -84.7% |
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