-25.9%
CCJ vs XME
+5.2%
-31.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.1% |
| 7D | -14.5% | -5.5% | -9.0% | -9.2% |
| 30D | -18.1% | -11.1% | -6.9% | -7.1% |
| 3M | -23.0% | -11.1% | -11.9% | -13.1% |
| 6M | -39.4% | -18.0% | -21.4% | -25.3% |
| YTD | -21.7% | -7.4% | -14.3% | -15.1% |
| 1Y | -25.9% | +6.7% | -32.6% | -31.3% |
| All | -25.9% | +5.2% | -31.1% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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