+53.4%
CL vs XPO
+1,450.2%
-1,396.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -1.4% | +2.7% | -4.0% | -1.6% |
| 30D | -5.2% | -6.2% | +1.0% | -4.8% |
| 3M | +3.3% | -15.4% | +18.7% | +4.4% |
| 6M | -4.4% | +0.7% | -5.1% | -4.7% |
| YTD | +13.9% | +39.8% | -25.9% | +10.6% |
| 1Y | +7.6% | +43.3% | -35.7% | +4.1% |
| 3Y | +29.6% | +166.0% | -136.5% | +16.4% |
| 5Y | +28.1% | +274.2% | -246.1% | +9.0% |
| 10Y | +53.4% | +1,429.0% | -1,375.7% | +14.7% |
| All | +53.4% | +1,450.2% | -1,396.8% | +14.7% |
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