-36.8%
CLX vs XPO
+262.4%
-299.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.9% |
| 7D | -4.9% | -0.9% | -4.0% | -4.9% |
| 30D | -15.8% | -8.1% | -7.7% | -15.3% |
| 3M | -7.9% | -19.0% | +11.1% | -6.7% |
| 6M | -19.0% | -5.2% | -13.9% | -18.9% |
| YTD | -7.9% | +35.6% | -43.5% | -10.1% |
| 1Y | -25.4% | +41.1% | -66.5% | -27.4% |
| 3Y | -35.0% | +157.9% | -192.9% | -40.3% |
| 5Y | -36.8% | +265.6% | -302.4% | -47.1% |
| All | -36.8% | +262.4% | -299.2% | -47.1% |
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