+171.4%
XME vs CRL
+824.1%
-652.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +5.3% | +8.9% | -3.5% | +1.6% |
| 30D | -8.2% | +14.0% | -22.2% | -13.7% |
| 3M | -18.4% | +19.8% | -38.2% | -25.0% |
| 6M | -22.8% | +102.0% | -124.9% | -44.0% |
| YTD | -7.9% | +70.8% | -78.7% | -29.5% |
| 1Y | -0.9% | +98.7% | -99.6% | -29.1% |
| 3Y | +96.0% | +98.2% | -2.2% | +27.4% |
| 5Y | +110.3% | -11.7% | +122.0% | +91.8% |
| 10Y | +272.8% | +356.7% | -83.8% | +26.7% |
| All | +171.4% | +824.1% | -652.7% | -41.7% |
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