+43.5%
XME vs CRL
+66.2%
-22.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | -0.2% | -4.6% | +4.4% | +0.7% |
| 30D | +1.4% | +0.5% | +0.9% | +1.4% |
| 3M | +2.7% | +46.6% | -43.9% | -4.5% |
| 6M | +6.5% | +57.3% | -50.8% | -3.2% |
| YTD | +15.2% | +39.5% | -24.4% | +6.3% |
| 1Y | +43.5% | +76.9% | -33.4% | +28.3% |
| All | +43.5% | +66.2% | -22.7% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling