+43.5%
CG vs XME
+96.3%
-52.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.2% | -3.1% |
| 7D | -1.5% | +5.3% | -6.8% | -4.5% |
| 30D | +5.7% | -8.2% | +13.9% | +10.9% |
| 3M | -17.9% | -18.4% | +0.5% | -7.9% |
| 6M | -20.2% | -22.8% | +2.6% | -8.4% |
| YTD | -32.0% | -7.9% | -24.1% | -33.3% |
| 1Y | -27.0% | -0.9% | -26.2% | -32.6% |
| All | +43.5% | +96.3% | -52.8% | -28.7% |
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 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