-34.0%
CLF vs XME
+84.7%
-118.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | -2.4% |
| 7D | -19.6% | -4.5% | -15.1% | -14.5% |
| 30D | -5.0% | -10.9% | +5.9% | +9.8% |
| 3M | -6.3% | -15.3% | +9.0% | +14.1% |
| 6M | +2.8% | -24.6% | +27.4% | +45.3% |
| YTD | -13.7% | -9.6% | -4.1% | -7.4% |
| 1Y | +13.6% | +2.9% | +10.7% | +0.7% |
| 3Y | -34.0% | +86.9% | -120.9% | -69.8% |
| All | -34.0% | +84.7% | -118.7% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling