+1,876.2%
CLS vs XPO
+311.0%
+1,565.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.3% | +1.6% | +5.4% |
| 7D | -10.6% | -1.9% | -8.6% | -9.6% |
| 30D | -38.4% | +2.5% | -40.9% | -39.0% |
| 3M | -29.9% | -7.2% | -22.7% | -27.7% |
| 6M | -40.6% | -8.1% | -32.6% | -38.9% |
| YTD | -24.6% | +38.3% | -62.9% | -34.5% |
| 1Y | -30.8% | +33.6% | -64.4% | -39.1% |
| 3Y | +811.7% | +133.1% | +678.7% | +528.2% |
| All | +1,876.2% | +311.0% | +1,565.3% | +934.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling