+181.5%
XME vs CLBK
+41.8%
+139.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -0.2% | -1.5% | +1.2% | +0.2% |
| 30D | +1.4% | +6.7% | -5.3% | -0.4% |
| 3M | +2.7% | +21.2% | -18.4% | -2.7% |
| 6M | +6.5% | +42.0% | -35.5% | -3.5% |
| YTD | +15.2% | +63.3% | -48.1% | +0.1% |
| 1Y | +43.5% | +65.4% | -21.9% | +23.8% |
| 3Y | +135.9% | +52.5% | +83.4% | +105.1% |
| 5Y | +181.5% | +42.0% | +139.5% | +129.6% |
| All | +181.5% | +41.8% | +139.6% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling