+175.2%
XME vs CRL
+837.6%
-662.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.1% |
| 7D | -0.2% | -1.7% | +1.6% | +0.5% |
| 30D | -9.2% | +14.6% | -23.8% | -14.8% |
| 3M | -17.8% | +24.8% | -42.6% | -25.7% |
| 6M | -20.0% | +94.7% | -114.7% | -41.1% |
| YTD | -6.6% | +73.4% | -79.9% | -28.9% |
| 1Y | +1.8% | +104.7% | -102.9% | -28.2% |
| 3Y | +98.7% | +101.1% | -2.3% | +28.4% |
| 5Y | +123.9% | -10.8% | +134.7% | +103.4% |
| 10Y | +277.9% | +358.8% | -80.9% | +28.3% |
| All | +175.2% | +837.6% | -662.4% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling