+247.9%
CB vs XME
+266.4%
-18.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.9% |
| 7D | 0.0% | +5.3% | -5.3% | -1.3% |
| 30D | +7.4% | -8.2% | +15.6% | +9.4% |
| 3M | +8.6% | -18.4% | +27.0% | +13.5% |
| 6M | +16.1% | -22.8% | +39.0% | +22.1% |
| YTD | +20.2% | -7.9% | +28.1% | +18.5% |
| 1Y | +27.2% | -0.9% | +28.1% | +22.3% |
| 3Y | +72.7% | +96.0% | -23.3% | +28.1% |
| 5Y | +105.9% | +110.3% | -4.4% | +42.8% |
| All | +247.9% | +266.4% | -18.4% | +66.4% |
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