+2,568.0%
COR vs XME
+180.8%
+2,387.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | -1.2% | +1.5% | -2.7% | -1.5% |
| 30D | +7.6% | -7.3% | +14.9% | +9.1% |
| 3M | +5.0% | -17.4% | +22.4% | +8.8% |
| 6M | +35.3% | -21.8% | +57.1% | +40.8% |
| YTD | +4.2% | -6.0% | +10.2% | +3.5% |
| 1Y | -3.4% | +3.8% | -7.2% | -6.3% |
| 3Y | +81.1% | +100.0% | -18.9% | +48.1% |
| 5Y | +195.8% | +116.1% | +79.8% | +132.5% |
| 10Y | +493.6% | +280.6% | +213.0% | +291.1% |
| All | +2,568.0% | +180.8% | +2,387.3% | +1,431.3% |
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