+362.4%
CFG vs XME
+257.6%
+104.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.5% | -0.1% | +1.6% | +1.6% |
| 30D | -3.8% | +6.0% | -9.8% | -7.4% |
| 3M | +11.5% | -7.7% | +19.2% | +14.9% |
| 6M | +19.2% | +1.0% | +18.2% | +15.5% |
| YTD | +23.7% | +14.6% | +9.1% | +10.3% |
| 1Y | +38.8% | +46.0% | -7.1% | +5.6% |
| 3Y | +178.9% | +127.0% | +51.9% | +61.3% |
| 5Y | +101.8% | +175.8% | -74.0% | -0.5% |
| 10Y | +317.3% | +414.6% | -97.4% | +37.0% |
| All | +362.4% | +257.6% | +104.8% | +53.5% |
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