+957.5%
CNC vs XME
+244.0%
+713.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -4.9% | -0.2% | -4.6% | -4.8% |
| 30D | -3.8% | +1.4% | -5.2% | -4.2% |
| 3M | -3.2% | +2.7% | -6.0% | -4.3% |
| 6M | +47.9% | +6.5% | +41.4% | +43.7% |
| YTD | +55.7% | +15.2% | +40.5% | +47.5% |
| 1Y | +106.2% | +43.5% | +62.7% | +83.8% |
| 3Y | -2.1% | +135.9% | -137.9% | -25.9% |
| 5Y | +3.4% | +181.5% | -178.1% | -27.6% |
| 10Y | +91.7% | +436.9% | -345.2% | +6.0% |
| All | +957.5% | +244.0% | +713.6% | +386.6% |
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