+587.8%
CME vs XME
+180.8%
+407.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +2.5% | +1.5% | +1.0% | +1.7% |
| 30D | +13.9% | -7.3% | +21.2% | +16.3% |
| 3M | +22.4% | -17.4% | +39.8% | +29.3% |
| 6M | +12.9% | -21.8% | +34.7% | +20.0% |
| YTD | +19.6% | -6.0% | +25.6% | +17.4% |
| 1Y | +17.7% | +3.8% | +13.9% | +11.1% |
| 3Y | +65.3% | +100.0% | -34.7% | +16.3% |
| 5Y | +75.1% | +116.1% | -40.9% | +13.9% |
| 10Y | +305.8% | +280.6% | +25.2% | +88.8% |
| All | +587.8% | +180.8% | +407.0% | +179.3% |
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