+75.1%
CME vs XME
+120.6%
-45.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | +2.5% | +1.5% | +1.0% | +2.4% |
| 30D | +13.9% | -7.3% | +21.2% | +14.2% |
| 3M | +22.4% | -17.4% | +39.8% | +23.3% |
| 6M | +12.9% | -21.8% | +34.7% | +14.1% |
| YTD | +19.6% | -6.0% | +25.6% | +18.7% |
| 1Y | +17.7% | +3.8% | +13.9% | +15.7% |
| 3Y | +65.3% | +100.0% | -34.7% | +46.5% |
| 5Y | +75.1% | +116.1% | -40.9% | +52.8% |
| All | +75.1% | +120.6% | -45.5% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling