+120.3%
CLF vs XME
+426.6%
-306.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.6% | +2.8% |
| 7D | -3.7% | -3.0% | -0.6% | +0.3% |
| 30D | -4.7% | -2.6% | -2.1% | -2.0% |
| 3M | -4.7% | +2.2% | -6.8% | -8.5% |
| 6M | +24.0% | +0.7% | +23.3% | +20.3% |
| YTD | -10.9% | +10.9% | -21.8% | -26.0% |
| 1Y | +4.0% | +35.7% | -31.7% | -33.5% |
| 3Y | -16.9% | +127.1% | -144.0% | -72.9% |
| 5Y | -49.3% | +168.5% | -217.8% | -87.1% |
| All | +120.3% | +426.6% | -306.2% | -73.9% |
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 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