+20.1%
COMP vs XME
+5.2%
+14.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.7% | +8.3% |
| 7D | +9.5% | -5.5% | +14.9% | +13.0% |
| 30D | +8.1% | -11.1% | +19.2% | +15.3% |
| 3M | -16.3% | -11.1% | -5.2% | -11.3% |
| 6M | +42.2% | -18.0% | +60.2% | +59.2% |
| YTD | -5.0% | -7.4% | +2.4% | +3.7% |
| 1Y | +20.1% | +6.7% | +13.4% | +26.5% |
| All | +20.1% | +5.2% | +14.9% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling