+271.0%
CG vs XME
+266.4%
+4.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.2% | -3.1% |
| 7D | -1.5% | +5.3% | -6.8% | -4.4% |
| 30D | +5.7% | -8.2% | +13.9% | +10.7% |
| 3M | -17.9% | -18.4% | +0.5% | -8.4% |
| 6M | -20.2% | -22.8% | +2.6% | -9.1% |
| YTD | -32.0% | -7.9% | -24.1% | -31.5% |
| 1Y | -27.0% | -0.9% | -26.2% | -29.7% |
| 3Y | +42.8% | +96.0% | -53.2% | -9.0% |
| 5Y | -23.4% | +110.3% | -133.8% | -53.6% |
| All | +271.0% | +266.4% | +4.6% | +46.7% |
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