+134.7%
XME vs CRL
+41.7%
+93.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -0.1% | -1.0% | +0.9% | +0.1% |
| 30D | +6.0% | +10.7% | -4.7% | +3.6% |
| 3M | -7.7% | +55.3% | -63.0% | -16.9% |
| 6M | +1.0% | +60.7% | -59.7% | -10.5% |
| YTD | +14.6% | +44.6% | -30.0% | +3.8% |
| 1Y | +46.0% | +77.7% | -31.8% | +25.1% |
| All | +134.7% | +41.7% | +93.0% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling