+308.6%
CFG vs XME
+401.9%
-93.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.8% |
| 7D | +2.7% | +3.6% | -0.9% | +0.3% |
| 30D | -3.7% | +3.6% | -7.3% | -6.3% |
| 3M | +9.5% | +1.2% | +8.3% | +6.9% |
| 6M | +22.2% | +9.0% | +13.2% | +11.8% |
| YTD | +22.3% | +15.9% | +6.4% | +5.8% |
| 1Y | +39.4% | +43.2% | -3.7% | +2.1% |
| 3Y | +188.5% | +137.4% | +51.1% | +44.6% |
| 5Y | +101.5% | +185.0% | -83.5% | -18.1% |
| 10Y | +308.6% | +409.5% | -100.8% | -5.7% |
| All | +308.6% | +401.9% | -93.3% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling