+80.1%
CLF vs XME
+294.4%
-214.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.5% | +1.5% | -0.3% |
| 7D | -14.1% | +0.9% | -15.0% | -14.7% |
| 30D | -5.5% | -7.3% | +1.8% | +4.7% |
| 3M | 0.0% | -14.8% | +14.8% | +23.2% |
| 6M | +11.3% | -18.4% | +29.6% | +44.1% |
| YTD | -7.7% | -4.7% | -3.0% | -5.8% |
| 1Y | +17.5% | +5.7% | +11.8% | +3.8% |
| 3Y | -25.4% | +104.0% | -129.4% | -71.6% |
| 5Y | -46.0% | +122.4% | -168.4% | -82.0% |
| 10Y | +80.1% | +285.4% | -205.3% | -69.2% |
| All | +80.1% | +294.4% | -214.3% | -69.2% |
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