+150.3%
CI vs XME
+270.2%
-119.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.6% | +3.1% |
| 7D | +2.6% | -0.2% | +2.8% | +2.5% |
| 30D | +7.3% | -9.2% | +16.5% | +9.8% |
| 3M | +9.5% | -17.8% | +27.2% | +14.7% |
| 6M | +6.4% | -20.0% | +26.5% | +11.5% |
| YTD | +12.0% | -6.6% | +18.6% | +10.8% |
| 1Y | +20.1% | +1.8% | +18.3% | +15.3% |
| 3Y | +9.6% | +98.7% | -89.2% | -18.9% |
| 5Y | +52.7% | +123.9% | -71.2% | +3.3% |
| 10Y | +150.3% | +277.9% | -127.6% | +15.0% |
| All | +150.3% | +270.2% | -119.9% | +15.0% |
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 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