+259.3%
XME vs CRL
+354.1%
-94.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +5.3% | +8.9% | -3.5% | +2.5% |
| 30D | -8.2% | +14.0% | -22.2% | -12.4% |
| 3M | -18.4% | +19.8% | -38.2% | -23.6% |
| 6M | -22.8% | +102.0% | -124.9% | -39.8% |
| YTD | -7.9% | +70.8% | -78.7% | -25.0% |
| 1Y | -0.9% | +98.7% | -99.6% | -23.4% |
| 3Y | +96.0% | +98.2% | -2.2% | +41.3% |
| 5Y | +110.3% | -11.7% | +122.0% | +102.2% |
| All | +259.3% | +354.1% | -94.8% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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