+22.8%
COMP vs XME
+3.2%
+19.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +2.3% |
| 7D | +14.5% | +0.9% | +13.6% | +13.9% |
| 30D | +14.9% | -7.3% | +22.2% | +19.8% |
| 3M | -14.2% | -14.8% | +0.5% | -6.5% |
| 6M | +23.7% | -18.4% | +42.1% | +38.3% |
| YTD | +2.1% | -4.7% | +6.7% | +9.9% |
| All | +22.8% | +3.2% | +19.5% | +29.2% |
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