+322.0%
CMG vs XME
+421.4%
-99.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -2.1% | -4.2% | +2.2% | -0.8% |
| 30D | +10.9% | -2.7% | +13.6% | +11.7% |
| 3M | +15.8% | -3.9% | +19.8% | +16.6% |
| 6M | +6.9% | -1.0% | +7.9% | +5.5% |
| YTD | -2.2% | +9.8% | -12.0% | -7.1% |
| 1Y | -7.1% | +32.5% | -39.6% | -17.5% |
| 3Y | -7.1% | +124.3% | -131.5% | -32.1% |
| 5Y | -4.8% | +165.8% | -170.6% | -35.4% |
| All | +322.0% | +421.4% | -99.3% | +112.5% |
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