+420.0%
CL vs XPO
+10,316.6%
-9,896.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.1% |
| 5Y | +28.4% | +266.5% | -238.2% | +19.7% |
| 10Y | +50.1% | +1,460.4% | -1,410.4% | +32.6% |
| All | +420.0% | +10,316.6% | -9,896.5% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling