+3,682.3%
CLS vs XPO
+262.4%
+3,419.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.3% |
| 7D | +20.1% | -0.9% | +21.0% | +20.4% |
| 30D | +6.0% | -8.1% | +14.1% | +9.6% |
| 3M | -10.3% | -19.0% | +8.8% | -3.1% |
| 6M | +24.5% | -5.2% | +29.7% | +26.1% |
| YTD | +12.9% | +35.6% | -22.7% | -1.0% |
| 1Y | +36.7% | +41.1% | -4.4% | +17.1% |
| 3Y | +1,328.1% | +157.9% | +1,170.2% | +855.9% |
| 5Y | +3,682.3% | +265.6% | +3,416.7% | +1,966.9% |
| All | +3,682.3% | +262.4% | +3,419.9% | +1,966.9% |
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 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