-17.9%
CLS vs XPO
+38.7%
-56.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -6.3% |
| 7D | +16.3% | +9.0% | +7.3% | +12.2% |
| 30D | -25.7% | +4.2% | -29.8% | -26.9% |
| 3M | -30.9% | -8.7% | -22.2% | -28.5% |
| 6M | -35.5% | -2.8% | -32.7% | -35.1% |
| YTD | -18.7% | +41.9% | -60.6% | -25.4% |
| 1Y | -17.9% | +42.3% | -60.2% | -24.6% |
| All | -17.9% | +38.7% | -56.6% | -24.6% |
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