+6,355.6%
CF vs XME
+169.9%
+6,185.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -1.5% |
| 7D | -3.2% | -4.5% | +1.3% | -0.6% |
| 30D | +4.3% | -10.9% | +15.2% | +11.3% |
| 3M | +2.8% | -15.3% | +18.1% | +12.3% |
| 6M | +0.6% | -24.6% | +25.2% | +15.8% |
| YTD | +56.6% | -9.6% | +66.3% | +53.9% |
| 1Y | +49.6% | +2.9% | +46.7% | +33.6% |
| 3Y | +61.5% | +86.9% | -25.4% | -12.0% |
| 5Y | +124.0% | +115.2% | +8.8% | +5.5% |
| 10Y | +573.2% | +305.7% | +267.4% | +89.1% |
| All | +6,355.6% | +169.9% | +6,185.7% | +2,365.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling