-0.9%
CCL vs XME
+183.2%
-184.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.7% |
| 7D | -4.4% | -0.2% | -4.2% | -4.2% |
| 30D | -18.2% | +1.4% | -19.6% | -19.3% |
| 3M | -17.7% | +2.7% | -20.4% | -20.1% |
| 6M | -13.0% | +6.5% | -19.5% | -18.6% |
| YTD | -24.5% | +15.2% | -39.7% | -34.9% |
| 1Y | -26.9% | +43.5% | -70.4% | -48.6% |
| 3Y | +50.8% | +135.9% | -85.1% | -33.1% |
| 5Y | -0.9% | +181.5% | -182.4% | -64.0% |
| All | -0.9% | +183.2% | -184.2% | -64.0% |
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