+7.6%
COMP vs XME
-2.0%
+9.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.7% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | +16.6% | -6.1% | +22.7% | +21.1% |
| 3M | -23.5% | -18.6% | -4.9% | -13.8% |
| 6M | +25.7% | -23.9% | +49.6% | +47.9% |
| YTD | -3.4% | -9.3% | +5.9% | +5.9% |
| 1Y | +7.6% | +1.8% | +5.8% | +12.2% |
| All | +7.6% | -2.0% | +9.6% | +12.2% |
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