+185.0%
XME vs CRL
-37.4%
+222.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.8% |
| 7D | +3.6% | -0.6% | +4.2% | +3.7% |
| 30D | +3.6% | +5.0% | -1.3% | +2.4% |
| 3M | +1.2% | +50.6% | -49.4% | -9.3% |
| 6M | +9.0% | +60.9% | -51.9% | -4.8% |
| YTD | +15.9% | +40.7% | -24.8% | +4.5% |
| 1Y | +43.2% | +73.3% | -30.1% | +21.4% |
| 3Y | +137.4% | +40.6% | +96.8% | +105.1% |
| 5Y | +185.0% | -37.0% | +222.0% | +156.8% |
| All | +185.0% | -37.4% | +222.5% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling