-3.4%
COR vs XME
+2.7%
-6.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.4% |
| 7D | -1.2% | +1.5% | -2.7% | -1.1% |
| 30D | +7.6% | -7.3% | +14.9% | +6.9% |
| 3M | +5.0% | -17.4% | +22.4% | +3.2% |
| 6M | +35.3% | -21.8% | +57.1% | +33.5% |
| YTD | +4.2% | -6.0% | +10.2% | +2.5% |
| 1Y | -3.4% | +3.8% | -7.2% | -3.8% |
| All | -3.4% | +2.7% | -6.2% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling