-37.2%
CRL vs XPO
+262.4%
-299.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.2% |
| 7D | -4.6% | -0.9% | -3.7% | -4.4% |
| 30D | +0.5% | -8.1% | +8.6% | +3.3% |
| 3M | +46.6% | -19.0% | +65.7% | +56.9% |
| 6M | +57.3% | -5.2% | +62.5% | +58.3% |
| YTD | +39.5% | +35.6% | +4.0% | +22.4% |
| 1Y | +76.9% | +41.1% | +35.8% | +51.7% |
| 3Y | +39.4% | +157.9% | -118.6% | -7.7% |
| 5Y | -37.2% | +265.6% | -302.8% | -65.0% |
| All | -37.2% | +262.4% | -299.6% | -65.0% |
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