+811.7%
CLS vs XME
+101.1%
+710.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.5% | +2.4% | +2.3% |
| 7D | -10.6% | +0.9% | -11.5% | -10.9% |
| 30D | -38.4% | -7.3% | -31.1% | -32.7% |
| 3M | -29.9% | -14.8% | -15.1% | -17.5% |
| 6M | -40.6% | -18.4% | -22.3% | -26.6% |
| YTD | -24.6% | -4.7% | -19.9% | -20.2% |
| 1Y | -30.8% | +5.7% | -36.5% | -33.1% |
| 3Y | +811.7% | +104.0% | +707.8% | +374.3% |
| All | +811.7% | +101.1% | +710.7% | +374.3% |
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