+7,110.4%
CF vs XME
+242.3%
+6,868.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.4% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +14.8% | +6.0% | +8.9% | +9.7% |
| 3M | +14.1% | -7.7% | +21.8% | +17.5% |
| 6M | +28.5% | +1.0% | +27.6% | +20.8% |
| YTD | +74.9% | +14.6% | +60.3% | +49.0% |
| 1Y | +61.7% | +46.0% | +15.7% | +14.0% |
| 3Y | +80.3% | +127.0% | -46.7% | -12.3% |
| 5Y | +226.0% | +175.8% | +50.2% | +31.7% |
| 10Y | +569.9% | +414.6% | +155.2% | +61.9% |
| All | +7,110.4% | +242.3% | +6,868.1% | +2,286.5% |
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