+188.3%
XME vs CLBK
+60.9%
+127.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +0.3% | +0.9% | -0.6% | 0.0% |
| 30D | -6.1% | +3.4% | -9.5% | -7.6% |
| 3M | -18.6% | -4.3% | -14.3% | -17.2% |
| 6M | -23.9% | +28.4% | -52.2% | -32.6% |
| YTD | -9.3% | +59.4% | -68.8% | -27.8% |
| 1Y | +1.8% | +64.8% | -63.1% | -20.4% |
| 3Y | +93.0% | +50.6% | +42.4% | +50.9% |
| 5Y | +107.0% | +28.3% | +78.7% | +61.0% |
| All | +188.3% | +60.9% | +127.5% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling