-29.6%
CLS vs XPO
+38.8%
-68.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.6% | -7.4% | -8.4% |
| 7D | -21.1% | +3.5% | -24.7% | -22.2% |
| 30D | -38.2% | +2.8% | -41.1% | -39.0% |
| 3M | -36.3% | -7.5% | -28.8% | -34.3% |
| 6M | -43.8% | -5.9% | -37.9% | -42.7% |
| YTD | -20.0% | +38.4% | -58.4% | -27.4% |
| 1Y | -29.6% | +33.7% | -63.3% | -35.1% |
| All | -29.6% | +38.8% | -68.4% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling