+246.7%
CB vs XME
+270.2%
-23.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.0% |
| 7D | +0.7% | -0.2% | +0.9% | +0.6% |
| 30D | +8.2% | -9.2% | +17.3% | +10.5% |
| 3M | +6.3% | -17.8% | +24.1% | +10.9% |
| 6M | +16.2% | -20.0% | +36.2% | +21.0% |
| YTD | +19.3% | -6.6% | +25.9% | +17.3% |
| 1Y | +29.2% | +1.8% | +27.5% | +23.4% |
| 3Y | +71.4% | +98.7% | -27.3% | +26.8% |
| 5Y | +104.2% | +123.9% | -19.7% | +38.5% |
| 10Y | +246.7% | +277.9% | -31.2% | +66.1% |
| All | +246.7% | +270.2% | -23.5% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling