+30.0%
CL vs XPO
+265.7%
-235.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -1.6% |
| 7D | -2.2% | +2.4% | -4.6% | -2.3% |
| 30D | -4.8% | -3.5% | -1.3% | -4.7% |
| 3M | +4.9% | -11.9% | +16.8% | +5.3% |
| 6M | -5.7% | -10.0% | +4.2% | -5.5% |
| YTD | +14.4% | +42.1% | -27.7% | +12.7% |
| 1Y | +8.7% | +47.6% | -38.8% | +6.9% |
| 3Y | +30.0% | +153.6% | -123.6% | +22.5% |
| All | +30.0% | +265.7% | -235.7% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling