+568.0%
CF vs XME
+300.2%
+267.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -1.1% |
| 7D | -3.2% | -4.5% | +1.3% | -1.1% |
| 30D | +4.3% | -10.9% | +15.2% | +10.1% |
| 3M | +2.8% | -15.3% | +18.1% | +10.7% |
| 6M | +0.6% | -24.6% | +25.2% | +13.5% |
| YTD | +56.6% | -9.6% | +66.3% | +53.8% |
| 1Y | +49.6% | +2.9% | +46.7% | +34.7% |
| 3Y | +61.5% | +86.9% | -25.4% | -9.0% |
| 5Y | +124.0% | +115.2% | +8.8% | +8.4% |
| All | +568.0% | +300.2% | +267.8% | +89.4% |
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