+86.2%
CL vs XME
+266.4%
-180.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | -0.8% | +5.3% | -6.1% | -1.2% |
| 30D | +9.5% | -8.2% | +17.7% | +10.1% |
| 3M | +6.6% | -18.4% | +25.0% | +8.3% |
| 6M | +13.2% | -22.8% | +36.1% | +15.3% |
| YTD | +26.9% | -7.9% | +34.8% | +26.5% |
| 1Y | +27.6% | -0.9% | +28.5% | +26.2% |
| 3Y | +39.1% | +96.0% | -56.8% | +24.9% |
| 5Y | +41.3% | +110.3% | -69.0% | +23.6% |
| All | +86.2% | +266.4% | -180.1% | +31.3% |
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