-41.8%
CLF vs XME
+108.0%
-149.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -1.3% |
| 7D | +10.4% | +0.3% | +10.1% | +9.8% |
| 30D | +0.6% | -6.1% | +6.7% | +8.9% |
| 3M | +4.1% | -18.6% | +22.7% | +33.3% |
| 6M | +15.1% | -23.9% | +39.0% | +59.4% |
| YTD | -4.7% | -9.3% | +4.6% | +3.5% |
| 1Y | +20.4% | +1.8% | +18.6% | +12.2% |
| 3Y | -23.4% | +93.0% | -116.4% | -65.3% |
| All | -41.8% | +108.0% | -149.7% | -76.6% |
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