-6.5%
CF vs XME
-23.4%
+16.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.6% | +11.8% | +5.2% |
| 7D | +0.4% | -10.5% | +10.9% | -1.2% |
| 30D | +2.2% | -16.5% | +18.7% | -0.1% |
| 3M | +2.1% | -19.2% | +21.3% | -0.2% |
| 6M | -6.5% | -23.8% | +17.3% | -6.2% |
| All | -6.5% | -23.4% | +16.9% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling