-32.5%
CG vs XME
+37.7%
-70.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.4% | -1.1% |
| 7D | -9.8% | -3.0% | -6.8% | -8.8% |
| 30D | -10.3% | -2.6% | -7.7% | -9.6% |
| 3M | -1.7% | +2.2% | -3.8% | -2.8% |
| 6M | -9.8% | +0.7% | -10.5% | -11.3% |
| YTD | -25.6% | +10.9% | -36.5% | -31.1% |
| 1Y | -32.5% | +35.7% | -68.2% | -43.0% |
| All | -32.5% | +37.7% | -70.2% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling