-43.4%
CCL vs XME
+426.6%
-469.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +2.0% |
| 7D | -4.3% | -3.0% | -1.3% | -1.9% |
| 30D | -19.0% | -2.6% | -16.4% | -17.7% |
| 3M | -13.1% | +2.2% | -15.2% | -15.8% |
| 6M | -13.3% | +0.7% | -14.0% | -15.8% |
| YTD | -25.2% | +10.9% | -36.2% | -34.5% |
| 1Y | -27.2% | +35.7% | -62.9% | -47.6% |
| 3Y | +49.2% | +127.1% | -77.9% | -33.6% |
| 5Y | +0.4% | +168.5% | -168.1% | -62.1% |
| All | -43.4% | +426.6% | -469.9% | -88.2% |
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 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