-36.8%
CLX vs XME
+183.2%
-220.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.6% |
| YTD | -7.9% | +15.2% | -23.1% | -8.9% |
| 1Y | -25.4% | +43.5% | -68.9% | -27.2% |
| 3Y | -35.0% | +135.9% | -170.9% | -39.2% |
| 5Y | -36.8% | +181.5% | -218.2% | -40.6% |
| All | -36.8% | +183.2% | -220.0% | -40.6% |
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