+53.4%
CLBK vs XPO
+153.8%
-100.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.5% |
| 7D | -1.5% | -0.9% | -0.5% | -1.3% |
| 30D | +6.7% | -8.1% | +14.8% | +8.9% |
| 3M | +21.2% | -19.0% | +40.2% | +27.3% |
| 6M | +42.0% | -5.2% | +47.2% | +42.6% |
| YTD | +63.3% | +35.6% | +27.7% | +48.3% |
| 1Y | +65.4% | +41.1% | +24.3% | +47.9% |
| All | +53.4% | +153.8% | -100.4% | +22.9% |
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