+395.2%
COR vs XME
+421.4%
-26.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -2.8% | -4.2% | +1.4% | -1.9% |
| 30D | +2.6% | -2.7% | +5.3% | +3.0% |
| 3M | +14.5% | -3.9% | +18.4% | +15.0% |
| 6M | -7.8% | -1.0% | -6.8% | -8.9% |
| YTD | -4.2% | +9.8% | -14.0% | -8.2% |
| 1Y | +7.0% | +32.5% | -25.5% | -3.1% |
| 3Y | +85.5% | +124.3% | -38.8% | +40.5% |
| 5Y | +181.2% | +165.8% | +15.4% | +93.3% |
| All | +395.2% | +421.4% | -26.2% | +144.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling