-47.8%
CLF vs XPO
+265.7%
-313.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | 0.0% |
| 7D | +7.6% | +2.4% | +5.2% | +6.4% |
| 30D | -1.2% | -3.5% | +2.4% | +0.2% |
| 3M | -13.4% | -11.9% | -1.4% | -9.0% |
| 6M | +15.4% | -10.0% | +25.4% | +19.3% |
| YTD | -5.9% | +42.1% | -48.0% | -19.6% |
| 1Y | +18.8% | +47.6% | -28.8% | -1.3% |
| 3Y | -19.4% | +153.6% | -173.0% | -48.8% |
| All | -47.8% | +265.7% | -313.5% | -74.4% |
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