+36.5%
CP vs XME
+185.0%
-148.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +2.4% | +3.6% | -1.2% | +1.2% |
| 30D | -0.5% | +3.6% | -4.2% | -1.9% |
| 3M | +1.4% | +1.2% | +0.2% | +0.5% |
| 6M | +10.3% | +9.0% | +1.3% | +5.7% |
| YTD | +24.3% | +15.9% | +8.4% | +15.5% |
| 1Y | +20.4% | +43.2% | -22.7% | +2.2% |
| 3Y | +21.8% | +137.4% | -115.6% | -17.3% |
| All | +36.5% | +185.0% | -148.5% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling