-17.0%
COMP vs XME
+118.5%
-135.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -5.8% |
| 7D | +7.2% | -0.2% | +7.4% | +7.7% |
| 30D | +6.4% | -9.2% | +15.6% | +14.9% |
| 3M | -19.4% | -17.8% | -1.7% | -6.4% |
| 6M | +14.6% | -20.0% | +34.6% | +34.3% |
| YTD | -5.5% | -6.6% | +1.1% | -3.6% |
| 1Y | +13.7% | +1.8% | +11.9% | +6.8% |
| 3Y | +409.7% | +98.7% | +311.0% | +126.8% |
| 5Y | -17.0% | +123.9% | -140.9% | -62.9% |
| All | -17.0% | +118.5% | -135.5% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling