+39.8%
CMS vs XME
+93.2%
-53.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.7% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | +6.2% | -6.1% | +12.3% | +6.3% |
| 3M | +0.6% | -18.6% | +19.3% | +1.0% |
| 6M | -1.8% | -23.9% | +22.1% | -1.1% |
| YTD | +3.8% | -9.3% | +13.2% | +3.2% |
| 1Y | -1.8% | +1.8% | -3.5% | -3.1% |
| 3Y | +39.8% | +93.0% | -53.2% | +17.8% |
| All | +39.8% | +93.2% | -53.3% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling