+68.0%
COST vs XME
+124.3%
-56.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.2% |
| 7D | -2.5% | -3.0% | +0.6% | -2.3% |
| 30D | -4.4% | -2.6% | -1.8% | -4.3% |
| 3M | -8.1% | +2.2% | -10.2% | -8.2% |
| 6M | -9.2% | +0.7% | -9.9% | -9.6% |
| YTD | +5.1% | +10.9% | -5.8% | +3.0% |
| 1Y | -5.1% | +35.7% | -40.8% | -10.3% |
| All | +68.0% | +124.3% | -56.2% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling