-47.8%
CLF vs XME
+176.2%
-224.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.5% |
| 7D | +7.6% | -0.1% | +7.7% | +7.8% |
| 30D | -1.2% | +6.0% | -7.2% | -8.6% |
| 3M | -13.4% | -7.7% | -5.6% | -5.2% |
| 6M | +15.4% | +1.0% | +14.5% | +12.7% |
| YTD | -5.9% | +14.6% | -20.5% | -23.2% |
| 1Y | +18.8% | +46.0% | -27.1% | -27.1% |
| 3Y | -19.4% | +127.0% | -146.4% | -70.1% |
| All | -47.8% | +176.2% | -224.0% | -84.5% |
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 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