+331.2%
CG vs XME
+412.4%
-81.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.6% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | -7.1% | +1.4% | -8.5% | -8.1% |
| 3M | -1.6% | +2.7% | -4.3% | -3.9% |
| 6M | -8.3% | +6.5% | -14.8% | -13.5% |
| YTD | -23.8% | +15.2% | -39.0% | -32.0% |
| 1Y | -28.7% | +43.5% | -72.2% | -44.8% |
| 3Y | +49.2% | +135.9% | -86.7% | -13.2% |
| 5Y | +5.5% | +181.5% | -175.9% | -44.8% |
| 10Y | +331.2% | +436.9% | -105.6% | +47.6% |
| All | +331.2% | +412.4% | -81.2% | +47.6% |
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