-44.8%
COMP vs XME
+209.8%
-254.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -13.3% | +6.0% | -19.3% | -17.5% |
| 3M | +41.1% | -7.7% | +48.9% | +47.9% |
| 6M | +17.2% | +1.0% | +16.2% | +15.3% |
| YTD | +5.2% | +14.6% | -9.4% | -7.2% |
| 1Y | +18.9% | +46.0% | -27.0% | -16.4% |
| 3Y | +215.9% | +127.0% | +88.9% | +46.7% |
| 5Y | -31.2% | +175.8% | -207.0% | -69.6% |
| All | -44.8% | +209.8% | -254.6% | -76.4% |
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 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