+3,015.6%
CMI vs XME
+244.0%
+2,771.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -12.3% | +1.4% | -13.7% | -13.3% |
| 3M | -16.8% | +2.7% | -19.5% | -18.6% |
| 6M | +1.5% | +6.5% | -5.0% | -3.3% |
| YTD | +9.8% | +15.2% | -5.4% | -0.7% |
| 1Y | +42.6% | +43.5% | -0.9% | +11.0% |
| 3Y | +151.0% | +135.9% | +15.1% | +39.3% |
| 5Y | +167.0% | +181.5% | -14.4% | +24.1% |
| 10Y | +512.2% | +436.9% | +75.3% | +62.4% |
| All | +3,015.6% | +244.0% | +2,771.6% | +804.6% |
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