+36.7%
CLS vs XPO
+39.4%
-2.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.1% |
| 7D | +20.1% | -0.9% | +21.0% | +20.3% |
| 30D | +6.0% | -8.1% | +14.1% | +9.3% |
| 3M | -10.3% | -19.0% | +8.8% | -4.0% |
| 6M | +24.5% | -5.2% | +29.7% | +25.6% |
| YTD | +12.9% | +35.6% | -22.7% | +6.5% |
| 1Y | +36.7% | +41.1% | -4.4% | +30.2% |
| All | +36.7% | +39.4% | -2.8% | +30.2% |
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