-46.0%
CLF vs XPO
+296.5%
-342.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.3% | +0.7% | +4.4% |
| 7D | -14.1% | -1.9% | -12.2% | -13.1% |
| 30D | -5.5% | +2.5% | -8.0% | -6.4% |
| 3M | 0.0% | -7.2% | +7.2% | +2.9% |
| 6M | +11.3% | -8.1% | +19.3% | +14.5% |
| YTD | -7.7% | +38.3% | -46.0% | -20.4% |
| 1Y | +17.5% | +33.6% | -16.0% | +2.5% |
| 3Y | -25.4% | +133.1% | -158.5% | -50.8% |
| 5Y | -46.0% | +308.9% | -354.9% | -75.3% |
| All | -46.0% | +296.5% | -342.5% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling