+127.6%
CLF vs XPO
+1,410.5%
-1,282.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.2% |
| 7D | -2.7% | -0.9% | -1.7% | -2.3% |
| 30D | -3.2% | -8.1% | +4.9% | +0.6% |
| 3M | -5.0% | -19.0% | +14.1% | +4.8% |
| 6M | +26.6% | -5.2% | +31.8% | +28.2% |
| YTD | -9.0% | +35.6% | -44.5% | -22.9% |
| 1Y | +11.8% | +41.1% | -29.3% | -8.6% |
| 3Y | -15.1% | +157.9% | -173.0% | -52.1% |
| 5Y | -48.2% | +265.6% | -313.8% | -77.6% |
| 10Y | +127.6% | +1,516.8% | -1,389.2% | -63.6% |
| All | +127.6% | +1,410.5% | -1,282.9% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling