+342.9%
CCJ vs XME
+183.2%
+159.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | +4.2% | -0.2% | +4.4% | +4.4% |
| 30D | +3.2% | +1.4% | +1.8% | +1.9% |
| 3M | -1.8% | +2.7% | -4.6% | -4.4% |
| 6M | -13.5% | +6.5% | -20.1% | -17.6% |
| YTD | +9.7% | +15.2% | -5.4% | -1.7% |
| 1Y | +30.0% | +43.5% | -13.5% | -3.6% |
| 3Y | +172.6% | +135.9% | +36.7% | +30.8% |
| 5Y | +342.9% | +181.5% | +161.5% | +66.2% |
| All | +342.9% | +183.2% | +159.7% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling