+2,564.2%
COR vs XME
+175.1%
+2,389.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | +2.9% | +5.3% | -2.5% | +1.7% |
| 30D | +5.8% | -8.2% | +14.0% | +7.5% |
| 3M | +11.4% | -18.4% | +29.8% | +15.7% |
| 6M | +34.5% | -22.8% | +57.3% | +40.3% |
| YTD | +4.1% | -7.9% | +11.9% | +3.8% |
| 1Y | -3.1% | -0.9% | -2.3% | -5.1% |
| 3Y | +80.9% | +96.0% | -15.1% | +48.5% |
| 5Y | +195.1% | +110.3% | +84.8% | +133.3% |
| 10Y | +492.7% | +272.8% | +219.9% | +292.2% |
| All | +2,564.2% | +175.1% | +2,389.2% | +1,435.4% |
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