+140.4%
CI vs XME
+401.9%
-261.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | -2.0% | +3.6% | -5.6% | -3.0% |
| 30D | -1.8% | +3.6% | -5.5% | -3.0% |
| 3M | -4.2% | +1.2% | -5.4% | -5.1% |
| 6M | +2.7% | +9.0% | -6.3% | -1.4% |
| YTD | +1.9% | +15.9% | -14.0% | -4.5% |
| 1Y | -6.3% | +43.2% | -49.4% | -18.6% |
| 3Y | +3.9% | +137.4% | -133.5% | -26.2% |
| 5Y | +41.9% | +185.0% | -143.2% | -10.2% |
| 10Y | +140.4% | +409.5% | -269.1% | +2.9% |
| All | +140.4% | +401.9% | -261.6% | +2.9% |
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 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