-5.0%
CMG vs XME
+167.8%
-172.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.4% |
| 7D | -3.8% | -3.0% | -0.8% | -2.9% |
| 30D | +12.9% | -2.6% | +15.5% | +13.7% |
| 3M | +18.8% | +2.2% | +16.6% | +17.3% |
| 6M | +4.1% | +0.7% | +3.4% | +2.0% |
| YTD | -2.4% | +10.9% | -13.3% | -7.9% |
| 1Y | -6.7% | +35.7% | -42.4% | -18.6% |
| 3Y | -7.1% | +127.1% | -134.2% | -34.4% |
| 5Y | -5.0% | +168.5% | -173.4% | -36.9% |
| All | -5.0% | +167.8% | -172.8% | -36.9% |
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