+28.7%
CLX vs XME
+277.3%
-248.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.2% |
| 7D | +7.8% | +1.5% | +6.3% | +7.7% |
| 30D | +28.5% | -7.3% | +35.8% | +28.9% |
| 3M | +1.3% | -17.4% | +18.7% | +2.2% |
| 6M | +23.4% | -21.8% | +45.2% | +24.7% |
| YTD | +11.4% | -6.0% | +17.3% | +11.4% |
| 1Y | +6.9% | +3.8% | +3.1% | +6.4% |
| 3Y | -9.8% | +100.0% | -109.8% | -13.8% |
| 5Y | -22.7% | +116.1% | -138.7% | -26.7% |
| 10Y | +28.7% | +280.6% | -251.9% | +9.3% |
| All | +28.7% | +277.3% | -248.6% | +9.3% |
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