+1,312.5%
CLS vs XPO
+159.4%
+1,153.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.3% |
| 7D | +12.8% | +2.7% | +10.1% | +11.4% |
| 30D | +3.8% | -6.2% | +10.0% | +6.7% |
| 3M | -14.6% | -15.4% | +0.8% | -8.7% |
| 6M | +32.2% | +0.7% | +31.5% | +30.7% |
| YTD | +11.6% | +39.8% | -28.2% | -4.9% |
| 1Y | +35.1% | +43.3% | -8.3% | +12.8% |
| 3Y | +1,312.5% | +166.0% | +1,146.5% | +820.8% |
| All | +1,312.5% | +159.4% | +1,153.1% | +820.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling