+115.8%
CMS vs XME
+401.9%
-286.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +1.2% | +3.6% | -2.4% | +0.8% |
| 30D | -3.2% | +3.6% | -6.8% | -3.6% |
| 3M | -2.2% | +1.2% | -3.4% | -2.6% |
| 6M | -9.4% | +9.0% | -18.5% | -10.9% |
| YTD | +0.7% | +15.9% | -15.2% | -2.1% |
| 1Y | +0.4% | +43.2% | -42.8% | -5.6% |
| 3Y | +35.2% | +137.4% | -102.2% | +16.7% |
| 5Y | +24.1% | +185.0% | -160.9% | +2.8% |
| 10Y | +115.8% | +409.5% | -293.7% | +35.5% |
| All | +115.8% | +401.9% | -286.1% | +35.5% |
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