-10.8%
CRL vs XPO
+311.4%
-322.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -1.7% | -1.5% | -0.2% | -1.2% |
| 30D | +14.6% | +2.6% | +12.0% | +13.4% |
| 3M | +24.8% | -6.1% | +31.0% | +26.9% |
| 6M | +94.7% | -8.0% | +102.7% | +98.2% |
| YTD | +73.4% | +38.5% | +34.9% | +50.7% |
| 1Y | +104.7% | +35.0% | +69.6% | +79.2% |
| 3Y | +101.1% | +126.5% | -25.4% | +41.2% |
| 5Y | -10.8% | +315.4% | -326.2% | -55.4% |
| All | -10.8% | +311.4% | -322.2% | -55.4% |
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