+487.0%
CF vs XME
+294.4%
+192.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -3.0% |
| 7D | -0.9% | +0.9% | -1.8% | -1.8% |
| 30D | +6.9% | -7.3% | +14.2% | +10.4% |
| 3M | +4.8% | -14.8% | +19.6% | +12.6% |
| 6M | +4.7% | -18.4% | +23.0% | +12.9% |
| YTD | +56.5% | -4.7% | +61.2% | +49.2% |
| 1Y | +48.4% | +5.7% | +42.7% | +32.0% |
| 3Y | +59.1% | +104.0% | -44.8% | -14.7% |
| 5Y | +109.5% | +122.4% | -12.9% | +0.4% |
| 10Y | +487.0% | +285.4% | +201.6% | +79.7% |
| All | +487.0% | +294.4% | +192.6% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling