+279.0%
CCI vs XME
+242.3%
+36.7%
-76.2%
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% | -1.9% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +2.7% | +6.0% | -3.3% | +0.5% |
| 3M | -18.2% | -7.7% | -10.5% | -17.0% |
| 6M | -14.8% | +1.0% | -15.7% | -16.7% |
| YTD | -12.6% | +14.6% | -27.2% | -18.6% |
| 1Y | -16.7% | +46.0% | -62.7% | -29.1% |
| 3Y | -10.5% | +127.0% | -137.5% | -36.3% |
| 5Y | -51.4% | +175.8% | -227.2% | -68.9% |
| 10Y | +20.0% | +414.6% | -394.6% | -46.1% |
| All | +279.0% | +242.3% | +36.7% | +58.7% |
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 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