+2,840.3%
CMG vs XME
+246.2%
+2,594.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -1.5% | +3.6% | -5.1% | -2.6% |
| 30D | +12.7% | +3.6% | +9.1% | +11.3% |
| 3M | +26.3% | +1.2% | +25.1% | +25.0% |
| 6M | +4.5% | +9.0% | -4.6% | +0.1% |
| YTD | -0.1% | +15.9% | -16.0% | -6.5% |
| 1Y | -6.8% | +43.2% | -50.0% | -18.9% |
| 3Y | -5.0% | +137.4% | -142.4% | -30.9% |
| 5Y | -3.0% | +185.0% | -188.1% | -34.9% |
| 10Y | +323.6% | +409.5% | -85.9% | +119.4% |
| All | +2,840.3% | +246.2% | +2,594.2% | +1,200.4% |
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