+13.7%
CLF vs XPO
+43.8%
-30.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | +6.5% | +2.7% | +3.8% | +5.5% |
| 30D | +0.2% | -6.2% | +6.4% | +2.5% |
| 3M | -3.1% | -15.4% | +12.3% | +2.5% |
| 6M | +25.0% | +0.7% | +24.3% | +23.0% |
| YTD | -7.5% | +39.8% | -47.3% | -14.5% |
| All | +13.7% | +43.8% | -30.1% | +10.3% |
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