+8.4%
CI vs XME
+101.1%
-92.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.5% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | +4.7% | -7.3% | +12.0% | +4.9% |
| 3M | +5.2% | -14.8% | +20.0% | +5.8% |
| 6M | +3.8% | -18.4% | +22.2% | +4.5% |
| YTD | +9.2% | -4.7% | +13.9% | +8.4% |
| 1Y | +14.3% | +5.7% | +8.6% | +12.6% |
| 3Y | +8.4% | +104.0% | -95.5% | -1.5% |
| All | +8.4% | +101.1% | -92.6% | -1.5% |
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