+237.8%
XME vs CRL
+682.3%
-444.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | -0.1% | -1.0% | +0.9% | +0.3% |
| 30D | +6.0% | +10.7% | -4.7% | +1.6% |
| 3M | -7.7% | +55.3% | -63.0% | -24.1% |
| 6M | +1.0% | +60.7% | -59.7% | -19.5% |
| YTD | +14.6% | +44.6% | -30.0% | -5.0% |
| 1Y | +46.0% | +77.7% | -31.8% | +9.2% |
| 3Y | +127.0% | +37.6% | +89.4% | +75.0% |
| 5Y | +175.8% | -35.8% | +211.6% | +191.4% |
| 10Y | +414.6% | +241.7% | +172.9% | +102.1% |
| All | +237.8% | +682.3% | -444.5% | -21.5% |
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