+2,323.0%
COST vs XME
+246.2%
+2,076.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -3.2% | +3.6% | -6.8% | -3.9% |
| 30D | -4.0% | +3.6% | -7.6% | -4.8% |
| 3M | -6.5% | +1.2% | -7.7% | -7.2% |
| 6M | -8.5% | +9.0% | -17.6% | -11.1% |
| YTD | +6.0% | +15.9% | -9.9% | +1.3% |
| 1Y | -5.8% | +43.2% | -49.0% | -14.3% |
| 3Y | +71.8% | +137.4% | -65.5% | +38.3% |
| 5Y | +106.2% | +185.0% | -78.8% | +57.3% |
| 10Y | +602.0% | +409.5% | +192.6% | +349.3% |
| All | +2,323.0% | +246.2% | +2,076.8% | +1,271.6% |
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