+606.1%
COST vs XME
+421.4%
+184.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -1.2% | -4.2% | +3.0% | -0.5% |
| 30D | -4.7% | -2.7% | -2.0% | -4.4% |
| 3M | -7.1% | -3.9% | -3.2% | -6.8% |
| 6M | -8.5% | -1.0% | -7.6% | -9.3% |
| YTD | +5.4% | +9.8% | -4.4% | +2.0% |
| 1Y | -5.6% | +32.5% | -38.2% | -12.7% |
| 3Y | +68.5% | +124.3% | -55.9% | +36.8% |
| 5Y | +105.2% | +165.8% | -60.6% | +59.1% |
| All | +606.1% | +421.4% | +184.7% | +363.3% |
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 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