+20.2%
CLF vs XME
+5.2%
+15.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -8.2% |
| 7D | -7.9% | -5.5% | -2.4% | -3.0% |
| 30D | +5.2% | -11.1% | +16.4% | +17.5% |
| 3M | +4.3% | -11.1% | +15.4% | +15.9% |
| 6M | +25.3% | -18.0% | +43.3% | +51.7% |
| YTD | -3.3% | -7.4% | +4.1% | +4.3% |
| 1Y | +20.2% | +6.7% | +13.6% | +13.5% |
| All | +20.2% | +5.2% | +15.0% | +13.5% |
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