+86.2%
CL vs XPO
+1,236.5%
-1,150.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.8% | +6.9% | -7.7% | -1.3% |
| 30D | +9.5% | +4.1% | +5.4% | +9.1% |
| 3M | +6.6% | -9.7% | +16.4% | +7.3% |
| 6M | +13.2% | -3.8% | +17.0% | +13.2% |
| YTD | +26.9% | +38.8% | -11.9% | +23.1% |
| 1Y | +27.6% | +34.2% | -6.6% | +24.1% |
| 3Y | +39.1% | +126.9% | -87.8% | +26.9% |
| 5Y | +41.3% | +297.5% | -256.2% | +19.4% |
| All | +86.2% | +1,236.5% | -1,150.3% | +41.9% |
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