-24.1%
CLS vs XPO
+36.4%
-60.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +23.5% | +6.9% | +16.7% | +20.0% |
| 30D | -28.9% | +4.1% | -33.0% | -30.1% |
| 3M | -25.2% | -9.7% | -15.4% | -21.9% |
| 6M | -32.1% | -3.8% | -28.3% | -31.3% |
| YTD | -14.1% | +38.8% | -52.8% | -24.6% |
| 1Y | -24.1% | +34.2% | -58.3% | -31.9% |
| All | -24.1% | +36.4% | -60.5% | -31.9% |
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