+99.7%
CRL vs XPO
+38.7%
+61.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -1.4% |
| 7D | +0.1% | +9.0% | -8.8% | -2.1% |
| 30D | +11.9% | +4.2% | +7.7% | +10.6% |
| 3M | +20.2% | -8.7% | +28.8% | +23.1% |
| 6M | +107.5% | -2.8% | +110.3% | +107.5% |
| YTD | +69.4% | +41.9% | +27.6% | +42.5% |
| 1Y | +99.7% | +42.3% | +57.4% | +66.1% |
| All | +99.7% | +38.7% | +61.0% | +66.1% |
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 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