+190.6%
CFG vs XME
+101.1%
+89.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.5% | +0.6% |
| 7D | +0.3% | +0.9% | -0.7% | -0.2% |
| 30D | +3.2% | -7.3% | +10.5% | +6.3% |
| 3M | -9.7% | -14.8% | +5.1% | -4.0% |
| 6M | +3.6% | -18.4% | +22.0% | +11.2% |
| YTD | +14.7% | -4.7% | +19.4% | +11.2% |
| 1Y | +29.6% | +5.7% | +23.9% | +17.8% |
| 3Y | +190.6% | +104.0% | +86.6% | +51.5% |
| All | +190.6% | +101.1% | +89.5% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling