+899.8%
CMS vs XME
+242.3%
+657.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | -1.9% | -7.7% | +5.8% | -0.9% |
| 6M | -11.0% | +1.0% | -11.9% | -12.0% |
| YTD | +0.2% | +14.6% | -14.4% | -3.9% |
| 1Y | -1.3% | +46.0% | -47.3% | -10.4% |
| 3Y | +35.9% | +127.0% | -91.1% | +10.6% |
| 5Y | +23.1% | +175.8% | -152.7% | -6.2% |
| 10Y | +117.9% | +414.6% | -296.7% | +33.6% |
| All | +899.8% | +242.3% | +657.5% | +473.9% |
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