+107.8%
CB vs XME
+108.0%
-0.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +7.3% | -6.1% | +13.4% | +7.9% |
| 3M | +9.4% | -18.6% | +28.0% | +11.4% |
| 6M | +19.6% | -23.9% | +43.5% | +22.5% |
| YTD | +21.5% | -9.3% | +30.8% | +20.0% |
| 1Y | +28.0% | +1.8% | +26.2% | +23.7% |
| 3Y | +74.9% | +93.0% | -18.1% | +42.8% |
| All | +107.8% | +108.0% | -0.2% | +60.7% |
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