-52.9%
CBRS vs XME
-19.2%
-33.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.6% | +12.8% | +13.2% |
| 7D | +21.2% | +0.3% | +20.9% | +20.7% |
| 30D | -23.2% | -6.1% | -17.0% | -17.6% |
| 3M | -52.9% | -18.6% | -34.3% | -42.9% |
| All | -52.9% | -19.2% | -33.8% | -42.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling