+180.9%
COR vs XME
+183.2%
-2.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -0.3% | +1.4% | -1.7% | -0.5% |
| 3M | +15.9% | +2.7% | +13.1% | +15.6% |
| 6M | -10.3% | +6.5% | -16.8% | -11.2% |
| YTD | -3.7% | +15.2% | -18.9% | -5.7% |
| 1Y | +9.1% | +43.5% | -34.4% | +3.6% |
| 3Y | +86.6% | +135.9% | -49.3% | +60.7% |
| 5Y | +180.9% | +181.5% | -0.5% | +124.7% |
| All | +180.9% | +183.2% | -2.3% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling