+25.9%
CMS vs XME
+176.2%
-150.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -3.6% | +6.0% | -9.6% | -4.1% |
| 3M | -1.9% | -7.7% | +5.8% | -1.3% |
| 6M | -11.0% | +1.0% | -11.9% | -11.4% |
| YTD | +0.2% | +14.6% | -14.4% | -1.9% |
| 1Y | -1.3% | +46.0% | -47.3% | -6.5% |
| 3Y | +35.9% | +127.0% | -91.1% | +19.7% |
| All | +25.9% | +176.2% | -150.4% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling