-54.2%
COMP vs XME
+136.3%
-190.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.6% | -2.6% | -4.0% |
| 7D | -1.8% | -10.5% | +8.7% | +6.7% |
| 30D | -0.8% | -16.5% | +15.7% | +13.0% |
| 3M | -28.1% | -19.2% | -9.0% | -16.8% |
| 6M | +27.0% | -23.8% | +50.8% | +53.2% |
| YTD | -12.8% | -12.6% | -0.2% | -6.4% |
| 1Y | +4.9% | -0.1% | +5.0% | +0.7% |
| 3Y | +321.0% | +79.3% | +241.7% | +129.6% |
| 5Y | -25.6% | +108.2% | -133.8% | -59.8% |
| All | -54.2% | +136.3% | -190.5% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling