+27.0%
COMP vs XME
-23.4%
+50.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.6% | -2.6% | -4.7% |
| 7D | -1.8% | -10.5% | +8.7% | +5.1% |
| 30D | -0.8% | -16.5% | +15.7% | +10.7% |
| 3M | -28.1% | -19.2% | -9.0% | -18.8% |
| 6M | +27.0% | -23.8% | +50.8% | +49.4% |
| All | +27.0% | -23.4% | +50.4% | +49.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling