+18.8%
CLF vs XPO
+33.1%
-14.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.3% | +0.7% | +4.2% |
| 7D | -14.1% | -1.9% | -12.2% | -13.2% |
| 30D | -5.5% | +2.5% | -8.0% | -6.5% |
| 3M | 0.0% | -7.2% | +7.2% | +3.0% |
| 6M | +11.3% | -8.1% | +19.3% | +14.6% |
| YTD | -7.7% | +38.3% | -46.0% | -18.3% |
| All | +18.8% | +33.1% | -14.3% | +6.0% |
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 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