+1,242.3%
CLS vs XME
+134.1%
+1,108.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | +4.6% | -0.1% | +4.7% | +4.3% |
| 30D | -13.9% | +6.0% | -19.9% | -19.2% |
| 3M | -26.6% | -7.7% | -18.8% | -20.6% |
| 6M | +15.4% | +1.0% | +14.5% | +15.1% |
| YTD | +5.7% | +14.6% | -9.0% | -7.7% |
| 1Y | +41.1% | +46.0% | -4.8% | -2.8% |
| All | +1,242.3% | +134.1% | +1,108.2% | +494.9% |
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 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