+54.1%
CCL vs XPO
+159.4%
-105.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | -0.1% | +2.7% | -2.8% | -1.3% |
| 30D | -20.0% | -6.2% | -13.8% | -18.0% |
| 3M | -13.7% | -15.4% | +1.7% | -7.9% |
| 6M | -9.0% | +0.7% | -9.8% | -9.7% |
| YTD | -22.8% | +39.8% | -62.7% | -32.9% |
| 1Y | -25.3% | +43.3% | -68.6% | -36.3% |
| 3Y | +54.1% | +166.0% | -112.0% | +5.1% |
| All | +54.1% | +159.4% | -105.4% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling