-0.9%
CCL vs XPO
+262.4%
-263.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -0.6% |
| 7D | -4.4% | -0.9% | -3.5% | -4.0% |
| 30D | -18.2% | -8.1% | -10.1% | -14.8% |
| 3M | -17.7% | -19.0% | +1.3% | -9.0% |
| 6M | -13.0% | -5.2% | -7.8% | -11.3% |
| YTD | -24.5% | +35.6% | -60.0% | -36.3% |
| 1Y | -26.9% | +41.1% | -68.0% | -40.5% |
| 3Y | +50.8% | +157.9% | -107.2% | -20.1% |
| 5Y | -0.9% | +265.6% | -266.6% | -65.3% |
| All | -0.9% | +262.4% | -263.4% | -65.3% |
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 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