-13.3%
CLF vs XPO
+165.6%
-178.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | 0.0% |
| 7D | +7.6% | +2.4% | +5.2% | +6.5% |
| 30D | -1.2% | -3.5% | +2.4% | +0.1% |
| 3M | -13.4% | -11.9% | -1.4% | -9.2% |
| 6M | +15.4% | -10.0% | +25.4% | +19.0% |
| YTD | -5.9% | +42.1% | -48.0% | -18.7% |
| 1Y | +18.8% | +47.6% | -28.8% | +0.2% |
| All | -13.3% | +165.6% | -178.9% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling