+753.7%
CCJ vs XME
+260.6%
+493.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.3% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -13.2% | -6.1% | -7.1% | -8.7% |
| 3M | -27.6% | -18.6% | -9.0% | -15.3% |
| 6M | -38.7% | -23.9% | -14.8% | -24.5% |
| YTD | -22.7% | -9.3% | -13.3% | -14.9% |
| 1Y | -17.6% | +1.8% | -19.3% | -16.3% |
| 3Y | +62.7% | +93.0% | -30.3% | +5.8% |
| 5Y | +159.7% | +107.0% | +52.7% | +61.6% |
| All | +753.7% | +260.6% | +493.1% | +276.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling