+67.4%
CLBK vs XPO
+432.3%
-365.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -1.0% |
| 7D | +1.2% | +2.4% | -1.2% | +0.6% |
| 30D | +9.1% | -3.5% | +12.7% | +9.9% |
| 3M | +27.7% | -11.9% | +39.6% | +30.9% |
| 6M | +40.8% | -10.0% | +50.8% | +43.0% |
| YTD | +66.4% | +42.1% | +24.3% | +52.2% |
| 1Y | +72.4% | +47.6% | +24.8% | +55.7% |
| 3Y | +50.7% | +153.6% | -102.9% | +18.2% |
| 5Y | +42.9% | +266.5% | -223.6% | +0.5% |
| All | +67.4% | +432.3% | -365.0% | -0.2% |
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