+948.0%
CB vs XME
+242.3%
+705.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -3.1% | +6.0% | -9.1% | -5.1% |
| 3M | +9.0% | -7.7% | +16.7% | +10.4% |
| 6M | +2.9% | +1.0% | +1.9% | +0.6% |
| YTD | +10.1% | +14.6% | -4.5% | +2.7% |
| 1Y | +22.8% | +46.0% | -23.2% | +5.0% |
| 3Y | +73.8% | +127.0% | -53.2% | +25.2% |
| 5Y | +99.2% | +175.8% | -76.6% | +29.8% |
| 10Y | +218.2% | +414.6% | -196.4% | +57.4% |
| All | +948.0% | +242.3% | +705.7% | +354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling