+37.6%
CL vs XPO
+122.0%
-84.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | +1.3% | -6.7% | +8.0% | +1.4% |
| 30D | +11.4% | -1.9% | +13.2% | +11.4% |
| 3M | +4.4% | -9.9% | +14.3% | +4.5% |
| 6M | +10.8% | -16.4% | +27.2% | +10.8% |
| YTD | +25.1% | +30.2% | -5.1% | +25.2% |
| 1Y | +28.0% | +29.9% | -1.9% | +28.0% |
| 3Y | +37.6% | +122.6% | -85.0% | +35.4% |
| All | +37.6% | +122.0% | -84.4% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling