-1.4%
CLX vs XME
+412.4%
-413.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.1% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -15.8% | +1.4% | -17.2% | -15.9% |
| 3M | -7.9% | +2.7% | -10.7% | -8.1% |
| 6M | -19.0% | +6.5% | -25.6% | -19.5% |
| YTD | -7.9% | +15.2% | -23.1% | -8.9% |
| 1Y | -25.4% | +43.5% | -68.9% | -27.1% |
| 3Y | -35.0% | +135.9% | -170.9% | -38.5% |
| 5Y | -36.8% | +181.5% | -218.2% | -40.9% |
| 10Y | -1.4% | +436.9% | -438.3% | -20.3% |
| All | -1.4% | +412.4% | -413.8% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling