+26.7%
CP vs XME
+84.7%
-58.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.0% | -2.5% |
| 7D | +2.8% | -4.5% | +7.2% | +3.9% |
| 30D | +10.2% | -10.9% | +21.1% | +13.3% |
| 3M | +2.4% | -15.3% | +17.6% | +6.4% |
| 6M | +7.7% | -24.6% | +32.3% | +15.3% |
| YTD | +26.0% | -9.6% | +35.6% | +25.8% |
| 1Y | +34.6% | +2.9% | +31.7% | +28.1% |
| 3Y | +26.7% | +86.9% | -60.2% | -10.1% |
| All | +26.7% | +84.7% | -58.0% | -10.1% |
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