+503.2%
CMI vs XME
+421.4%
+81.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.7% |
| 7D | -0.7% | -4.2% | +3.5% | +1.4% |
| 30D | -12.4% | -2.7% | -9.7% | -11.4% |
| 3M | -14.8% | -3.9% | -10.9% | -13.5% |
| 6M | +0.8% | -1.0% | +1.8% | +0.7% |
| YTD | +10.2% | +9.8% | +0.4% | +4.5% |
| 1Y | +37.4% | +32.5% | +4.9% | +17.9% |
| 3Y | +153.3% | +124.3% | +28.9% | +65.4% |
| 5Y | +167.6% | +165.8% | +1.8% | +54.0% |
| All | +503.2% | +421.4% | +81.8% | +122.1% |
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