+20.2%
CLF vs XPO
+38.8%
-18.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.6% | -7.6% | -8.6% |
| 7D | -7.9% | +3.5% | -11.4% | -9.1% |
| 30D | +5.2% | +2.8% | +2.4% | +3.9% |
| 3M | +4.3% | -7.5% | +11.8% | +7.4% |
| 6M | +25.3% | -5.9% | +31.2% | +27.7% |
| YTD | -3.3% | +38.4% | -41.7% | -16.2% |
| 1Y | +20.2% | +33.7% | -13.5% | +5.3% |
| All | +20.2% | +38.8% | -18.6% | +5.3% |
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