+132.3%
CMS vs XME
+294.4%
-162.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.1% |
| 7D | -0.9% | +0.9% | -1.9% | -1.1% |
| 30D | +7.1% | -7.3% | +14.4% | +7.9% |
| 3M | -1.3% | -14.8% | +13.5% | +0.4% |
| 6M | -2.7% | -18.4% | +15.7% | -0.8% |
| YTD | +2.6% | -4.7% | +7.3% | +2.0% |
| 1Y | -2.0% | +5.7% | -7.7% | -4.1% |
| 3Y | +39.6% | +104.0% | -64.3% | +22.4% |
| 5Y | +35.3% | +122.4% | -87.1% | +15.7% |
| 10Y | +132.3% | +285.4% | -153.0% | +51.1% |
| All | +132.3% | +294.4% | -162.0% | +51.1% |
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