+136.8%
XME vs CLBK
+53.5%
+83.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +3.6% | +1.1% | +2.5% | +3.3% |
| 30D | +3.6% | +7.8% | -4.1% | +1.3% |
| 3M | +1.2% | +23.9% | -22.6% | -5.6% |
| 6M | +9.0% | +42.3% | -33.3% | -2.7% |
| YTD | +15.9% | +65.4% | -49.5% | -1.9% |
| 1Y | +43.2% | +70.3% | -27.1% | +19.4% |
| All | +136.8% | +53.5% | +83.3% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling