+1,914.6%
CLS vs XME
+260.6%
+1,654.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.2% |
| 7D | +16.3% | +0.3% | +16.0% | +16.1% |
| 30D | -25.7% | -6.1% | -19.5% | -21.2% |
| 3M | -30.9% | -18.6% | -12.2% | -18.8% |
| 6M | -35.5% | -23.9% | -11.6% | -19.8% |
| YTD | -18.7% | -9.3% | -9.3% | -10.5% |
| 1Y | -17.9% | +1.8% | -19.7% | -16.2% |
| 3Y | +838.1% | +93.0% | +745.1% | +526.8% |
| 5Y | +1,971.9% | +107.0% | +1,864.9% | +1,171.1% |
| All | +1,914.6% | +260.6% | +1,654.0% | +629.9% |
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