+43.4%
CL vs XME
+108.0%
-64.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.8% |
| 7D | +3.2% | +0.3% | +2.9% | +3.2% |
| 30D | +8.0% | -6.1% | +14.2% | +8.0% |
| 3M | +7.9% | -18.6% | +26.5% | +8.0% |
| 6M | +14.7% | -23.9% | +38.6% | +15.1% |
| YTD | +29.2% | -9.3% | +38.5% | +28.7% |
| 1Y | +29.5% | +1.8% | +27.8% | +28.6% |
| 3Y | +40.7% | +93.0% | -52.3% | +32.5% |
| All | +43.4% | +108.0% | -64.6% | +36.1% |
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