+64.8%
CF vs XME
+99.4%
-34.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.7% |
| 7D | +4.8% | -0.2% | +4.9% | +4.7% |
| 30D | +9.7% | -9.2% | +18.9% | +10.6% |
| 3M | +1.2% | -17.8% | +19.0% | +3.1% |
| 6M | +7.4% | -20.0% | +27.4% | +10.0% |
| YTD | +60.5% | -6.6% | +67.1% | +58.1% |
| 1Y | +50.7% | +1.8% | +49.0% | +45.3% |
| 3Y | +64.8% | +98.7% | -33.9% | +25.1% |
| All | +64.8% | +99.4% | -34.6% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling