+62.3%
CFG vs XME
+110.4%
-48.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -2.5% |
| 7D | -0.9% | -4.5% | +3.6% | +1.2% |
| 30D | +1.1% | -10.9% | +11.9% | +6.4% |
| 3M | -12.0% | -15.3% | +3.3% | -5.7% |
| 6M | -2.2% | -24.6% | +22.4% | +9.7% |
| YTD | +11.4% | -9.6% | +21.0% | +11.8% |
| 1Y | +27.8% | +2.9% | +24.9% | +18.9% |
| 3Y | +173.3% | +86.9% | +86.4% | +75.5% |
| All | +62.3% | +110.4% | -48.1% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling