+2,596.1%
CLS vs XME
+180.8%
+2,415.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.1% |
| 7D | +2.8% | +1.5% | +1.2% | +2.3% |
| 30D | -30.1% | -7.3% | -22.8% | -26.2% |
| 3M | -21.7% | -17.4% | -4.3% | -12.0% |
| 6M | -36.2% | -21.8% | -14.4% | -25.3% |
| YTD | -17.8% | -6.0% | -11.9% | -12.8% |
| 1Y | -26.8% | +3.8% | -30.6% | -25.9% |
| 3Y | +853.4% | +100.0% | +753.4% | +587.0% |
| 5Y | +2,005.0% | +116.1% | +1,889.0% | +1,326.1% |
| 10Y | +1,929.4% | +280.6% | +1,648.8% | +889.1% |
| All | +2,596.1% | +180.8% | +2,415.3% | +1,090.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling