+73.4%
CL vs XME
+300.2%
-226.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.5% | -2.4% |
| 7D | +1.3% | -4.5% | +5.8% | +1.7% |
| 30D | +11.4% | -10.9% | +22.2% | +12.3% |
| 3M | +4.4% | -15.3% | +19.7% | +5.6% |
| 6M | +10.8% | -24.6% | +35.4% | +13.0% |
| YTD | +25.1% | -9.6% | +34.8% | +25.0% |
| 1Y | +28.0% | +2.9% | +25.1% | +26.0% |
| 3Y | +37.6% | +86.9% | -49.3% | +24.5% |
| 5Y | +39.7% | +115.2% | -75.5% | +22.0% |
| All | +73.4% | +300.2% | -226.8% | +24.6% |
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