+926.8%
CI vs XME
+242.3%
+684.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +4.4% | +6.0% | -1.5% | +2.1% |
| 3M | +0.7% | -7.7% | +8.4% | +2.5% |
| 6M | +0.3% | +1.0% | -0.6% | -1.8% |
| YTD | +3.8% | +14.6% | -10.8% | -3.5% |
| 1Y | -5.5% | +46.0% | -51.4% | -20.3% |
| 3Y | +8.1% | +127.0% | -118.9% | -25.0% |
| 5Y | +42.8% | +175.8% | -133.0% | -11.7% |
| 10Y | +143.9% | +414.6% | -270.7% | +9.6% |
| All | +926.8% | +242.3% | +684.5% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling