+2,953.7%
CLS vs XME
+426.6%
+2,527.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | +0.1% |
| 7D | +5.0% | -3.0% | +8.0% | +7.3% |
| 30D | +4.8% | -2.6% | +7.4% | +6.4% |
| 3M | -10.4% | +2.2% | -12.5% | -11.7% |
| 6M | +20.8% | +0.7% | +20.1% | +21.8% |
| YTD | +10.0% | +10.9% | -0.9% | +3.3% |
| 1Y | +28.5% | +35.7% | -7.2% | +5.3% |
| 3Y | +1,292.2% | +127.1% | +1,165.1% | +721.9% |
| 5Y | +3,616.8% | +168.5% | +3,448.3% | +1,798.9% |
| All | +2,953.7% | +426.6% | +2,527.1% | +871.9% |
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