+103.2%
CB vs XME
+110.8%
-7.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.1% | -2.1% |
| 7D | +0.2% | -4.5% | +4.7% | +0.7% |
| 30D | +9.1% | -10.9% | +19.9% | +10.2% |
| 3M | +3.4% | -15.3% | +18.7% | +4.8% |
| 6M | +14.1% | -24.6% | +38.7% | +17.0% |
| YTD | +18.0% | -9.6% | +27.6% | +16.7% |
| 1Y | +30.1% | +2.9% | +27.2% | +25.5% |
| 3Y | +71.8% | +86.9% | -15.1% | +41.8% |
| All | +103.2% | +110.8% | -7.6% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling