+77.2%
CME vs XME
+179.6%
-102.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | -2.9% | +3.6% | -6.5% | -3.1% |
| 30D | +5.5% | +3.6% | +1.9% | +5.3% |
| 3M | +11.0% | +1.2% | +9.8% | +10.9% |
| 6M | -9.7% | +9.0% | -18.7% | -10.5% |
| YTD | +4.9% | +15.9% | -11.1% | +3.2% |
| 1Y | +10.1% | +43.2% | -33.1% | +5.8% |
| 3Y | +53.5% | +137.4% | -83.9% | +35.8% |
| 5Y | +77.2% | +185.0% | -107.9% | +48.2% |
| All | +77.2% | +179.6% | -102.5% | +48.2% |
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