+910.4%
CMS vs XME
+169.9%
+740.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.5% | -2.8% |
| 7D | -1.3% | -4.5% | +3.2% | -0.5% |
| 30D | +6.3% | -10.9% | +17.2% | +8.5% |
| 3M | -2.1% | -15.3% | +13.2% | +0.7% |
| 6M | -5.1% | -24.6% | +19.5% | -0.7% |
| YTD | +1.3% | -9.6% | +10.9% | +1.5% |
| 1Y | -1.4% | +2.9% | -4.3% | -4.0% |
| 3Y | +36.9% | +86.9% | -50.0% | +15.4% |
| 5Y | +32.5% | +115.2% | -82.6% | +6.0% |
| 10Y | +126.8% | +305.7% | -179.0% | +45.4% |
| All | +910.4% | +169.9% | +740.5% | +505.9% |
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