+280.6%
CME vs XME
+412.4%
-131.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +4.7% | +1.4% | +3.3% | +4.2% |
| 3M | +7.8% | +2.7% | +5.1% | +6.8% |
| 6M | -11.0% | +6.5% | -17.5% | -13.2% |
| YTD | +4.0% | +15.2% | -11.2% | -0.9% |
| 1Y | +9.1% | +43.5% | -34.4% | -2.0% |
| 3Y | +52.3% | +135.9% | -83.6% | +16.7% |
| 5Y | +76.1% | +181.5% | -105.4% | +22.8% |
| 10Y | +280.6% | +436.9% | -156.3% | +78.1% |
| All | +280.6% | +412.4% | -131.8% | +78.1% |
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