+233.3%
CP vs XME
+412.4%
-179.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.9% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -0.5% | +1.4% | -1.9% | -1.2% |
| 3M | +0.1% | +2.7% | -2.7% | -1.7% |
| 6M | +7.8% | +6.5% | +1.3% | +3.5% |
| YTD | +22.9% | +15.2% | +7.7% | +13.4% |
| 1Y | +21.3% | +43.5% | -22.2% | +1.2% |
| 3Y | +20.4% | +135.9% | -115.5% | -20.3% |
| 5Y | +34.9% | +181.5% | -146.5% | -20.0% |
| 10Y | +233.3% | +436.9% | -203.5% | +33.9% |
| All | +233.3% | +412.4% | -179.0% | +33.9% |
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