+89.6%
CL vs XPO
+1,266.4%
-1,176.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.6% |
| 7D | +3.2% | +9.0% | -5.7% | +2.6% |
| 30D | +8.0% | +4.2% | +3.9% | +7.7% |
| 3M | +7.9% | -8.7% | +16.5% | +8.5% |
| 6M | +14.7% | -2.8% | +17.5% | +14.6% |
| YTD | +29.2% | +41.9% | -12.7% | +25.2% |
| 1Y | +29.5% | +42.3% | -12.8% | +25.4% |
| 3Y | +40.7% | +127.3% | -86.6% | +28.3% |
| 5Y | +43.9% | +306.4% | -262.5% | +21.3% |
| All | +89.6% | +1,266.4% | -1,176.8% | +44.2% |
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