+58.8%
CG vs XME
+133.5%
-74.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -5.1% | +6.0% | -11.1% | -9.0% |
| 3M | +8.7% | -7.7% | +16.4% | +13.3% |
| 6M | -9.2% | +1.0% | -10.2% | -12.0% |
| YTD | -18.9% | +14.6% | -33.5% | -29.9% |
| 1Y | -25.6% | +46.0% | -71.6% | -48.7% |
| All | +58.8% | +133.5% | -74.7% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling