+110.9%
CF vs XME
+108.0%
+3.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +4.8% | +0.3% | +4.5% | +4.6% |
| 30D | +4.7% | -6.1% | +10.8% | +6.3% |
| 3M | +7.4% | -18.6% | +26.0% | +13.9% |
| 6M | +0.6% | -23.9% | +24.5% | +8.3% |
| YTD | +64.1% | -9.3% | +73.5% | +61.2% |
| 1Y | +51.4% | +1.8% | +49.6% | +40.8% |
| 3Y | +67.8% | +93.0% | -25.2% | +5.3% |
| All | +110.9% | +108.0% | +3.0% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling