+3,542.1%
CLS vs XME
+179.6%
+3,362.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +4.7% |
| 7D | +12.8% | +3.6% | +9.2% | +9.4% |
| 30D | +3.8% | +3.6% | +0.2% | +0.4% |
| 3M | -14.6% | +1.2% | -15.8% | -15.6% |
| 6M | +32.2% | +9.0% | +23.2% | +25.2% |
| YTD | +11.6% | +15.9% | -4.3% | +0.3% |
| 1Y | +35.1% | +43.2% | -8.1% | +3.8% |
| 3Y | +1,312.5% | +137.4% | +1,175.2% | +669.8% |
| 5Y | +3,542.1% | +185.0% | +3,357.0% | +1,567.5% |
| All | +3,542.1% | +179.6% | +3,362.4% | +1,567.5% |
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