+2,953.7%
CLS vs XPO
+1,517.7%
+1,436.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | +5.0% | -1.3% | +6.3% | +5.4% |
| 30D | +4.8% | -10.4% | +15.1% | +9.0% |
| 3M | -10.4% | -15.7% | +5.3% | -5.0% |
| 6M | +20.8% | -6.3% | +27.1% | +22.9% |
| YTD | +10.0% | +34.2% | -24.1% | -2.3% |
| 1Y | +28.5% | +39.9% | -11.4% | +11.5% |
| 3Y | +1,292.2% | +155.2% | +1,137.0% | +852.5% |
| 5Y | +3,616.8% | +264.7% | +3,352.1% | +2,014.5% |
| All | +2,953.7% | +1,517.7% | +1,436.0% | +1,104.5% |
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