+1,914.6%
CLS vs XPO
+1,266.4%
+648.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -6.2% |
| 7D | +16.3% | +9.0% | +7.3% | +12.7% |
| 30D | -25.7% | +4.2% | -29.8% | -26.7% |
| 3M | -30.9% | -8.7% | -22.2% | -28.6% |
| 6M | -35.5% | -2.8% | -32.7% | -35.1% |
| YTD | -18.7% | +41.9% | -60.6% | -29.4% |
| 1Y | -17.9% | +42.3% | -60.2% | -28.9% |
| 3Y | +838.1% | +127.3% | +710.8% | +566.2% |
| 5Y | +1,971.9% | +306.4% | +1,665.5% | +1,030.7% |
| All | +1,914.6% | +1,266.4% | +648.2% | +636.1% |
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 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