+1,082.7%
CP vs XME
+242.3%
+840.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | +0.2% | +6.0% | -5.8% | -2.7% |
| 3M | +2.6% | -7.7% | +10.3% | +5.1% |
| 6M | +6.0% | +1.0% | +5.0% | +3.5% |
| YTD | +24.9% | +14.6% | +10.3% | +14.1% |
| 1Y | +20.1% | +46.0% | -25.8% | -2.9% |
| 3Y | +16.4% | +127.0% | -110.6% | -25.1% |
| 5Y | +31.7% | +175.8% | -144.1% | -25.7% |
| 10Y | +223.9% | +414.6% | -190.8% | +23.5% |
| All | +1,082.7% | +242.3% | +840.4% | +318.3% |
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