+64.9%
CLBK vs XPO
+402.2%
-337.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.5% | -5.7% | +4.2% | -0.2% |
| 30D | -1.0% | -12.8% | +11.8% | +1.9% |
| 3M | +22.9% | -20.0% | +42.9% | +28.8% |
| 6M | +44.2% | -6.0% | +50.2% | +45.2% |
| YTD | +64.0% | +34.0% | +29.9% | +51.9% |
| 1Y | +65.7% | +35.6% | +30.1% | +52.5% |
| 3Y | +54.1% | +152.3% | -98.2% | +21.1% |
| 5Y | +44.7% | +264.4% | -219.7% | +1.8% |
| All | +64.9% | +402.2% | -337.3% | -0.4% |
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 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