+76.3%
CL vs XPO
+1,421.2%
-1,344.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.3% | -4.8% | +1.0% |
| 7D | +0.5% | -1.9% | +2.4% | +0.6% |
| 30D | +11.6% | +2.5% | +9.1% | +11.4% |
| 3M | +5.6% | -7.2% | +12.8% | +6.0% |
| 6M | +13.2% | -8.1% | +21.2% | +13.5% |
| YTD | +26.9% | +38.3% | -11.4% | +23.3% |
| 1Y | +27.3% | +33.6% | -6.2% | +23.9% |
| 3Y | +39.7% | +133.1% | -93.4% | +27.4% |
| 5Y | +41.3% | +308.9% | -267.6% | +19.6% |
| 10Y | +76.3% | +1,371.8% | -1,295.5% | +46.5% |
| All | +76.3% | +1,421.2% | -1,344.9% | +46.5% |
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