-49.3%
COMP vs XME
+144.2%
-193.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.4% | +8.3% |
| 7D | +13.4% | -4.5% | +17.9% | +17.6% |
| 30D | +11.1% | -10.9% | +22.0% | +20.8% |
| 3M | -18.8% | -15.3% | -3.6% | -9.1% |
| 6M | +10.5% | -24.6% | +35.1% | +33.9% |
| YTD | -3.4% | -9.6% | +6.2% | +1.3% |
| 1Y | +19.7% | +2.9% | +16.8% | +12.6% |
| 3Y | +381.6% | +86.9% | +294.7% | +154.6% |
| 5Y | -17.6% | +115.2% | -132.8% | -56.5% |
| All | -49.3% | +144.2% | -193.6% | -74.3% |
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