+54.1%
CCL vs XME
+136.1%
-82.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -2.0% |
| 7D | -0.1% | +3.6% | -3.7% | -2.2% |
| 30D | -20.0% | +3.6% | -23.6% | -21.9% |
| 3M | -13.7% | +1.2% | -14.9% | -14.7% |
| 6M | -9.0% | +9.0% | -18.1% | -14.9% |
| YTD | -22.8% | +15.9% | -38.7% | -32.0% |
| 1Y | -25.3% | +43.2% | -68.5% | -44.5% |
| 3Y | +54.1% | +137.4% | -83.3% | -27.8% |
| All | +54.1% | +136.1% | -82.1% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling