+32.1%
CL vs XME
+5.2%
+26.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.2% |
| 7D | +7.7% | -5.5% | +13.2% | +7.2% |
| 30D | +15.2% | -11.1% | +26.4% | +14.3% |
| 3M | +7.3% | -11.1% | +18.5% | +6.5% |
| 6M | +17.0% | -18.0% | +35.0% | +15.9% |
| YTD | +28.0% | -7.4% | +35.4% | +28.0% |
| 1Y | +32.1% | +6.7% | +25.4% | +33.9% |
| All | +32.1% | +5.2% | +26.9% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling