+74.9%
CB vs XME
+93.2%
-18.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.0% |
| 7D | +2.9% | +0.3% | +2.6% | +3.0% |
| 30D | +7.3% | -6.1% | +13.4% | +7.1% |
| 3M | +9.4% | -18.6% | +28.0% | +8.6% |
| 6M | +19.6% | -23.9% | +43.5% | +19.0% |
| YTD | +21.5% | -9.3% | +30.8% | +19.7% |
| 1Y | +28.0% | +1.8% | +26.2% | +25.3% |
| 3Y | +74.9% | +93.0% | -18.1% | +66.1% |
| All | +74.9% | +93.2% | -18.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling