+818.8%
CRL vs XPO
+10,316.6%
-9,497.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.1% | -2.2% |
| 7D | -1.0% | +2.4% | -3.4% | -1.4% |
| 30D | +10.7% | -3.5% | +14.2% | +11.1% |
| 3M | +55.3% | -11.9% | +67.2% | +57.6% |
| 6M | +60.7% | -10.0% | +70.6% | +62.3% |
| YTD | +44.6% | +42.1% | +2.5% | +37.5% |
| 1Y | +77.7% | +47.6% | +30.2% | +67.8% |
| 3Y | +37.6% | +153.6% | -115.9% | +20.8% |
| 5Y | -35.8% | +266.5% | -302.3% | -46.9% |
| 10Y | +241.7% | +1,460.4% | -1,218.7% | +152.2% |
| All | +818.8% | +10,316.6% | -9,497.8% | +584.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling