-5.6%
CLX vs XME
+5.2%
-10.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.8% |
| 7D | +14.2% | -5.5% | +19.6% | +14.6% |
| 30D | +22.7% | -11.1% | +33.8% | +23.7% |
| 3M | -2.8% | -11.1% | +8.4% | -1.8% |
| 6M | +17.7% | -18.0% | +35.7% | +18.3% |
| YTD | +3.3% | -7.4% | +10.7% | +2.5% |
| 1Y | -5.6% | +6.7% | -12.3% | -8.3% |
| All | -5.6% | +5.2% | -10.8% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling