+1,092.6%
CP vs XME
+169.9%
+922.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.0% | -3.2% |
| 7D | +2.8% | -4.5% | +7.2% | +4.7% |
| 30D | +10.2% | -10.9% | +21.1% | +15.5% |
| 3M | +2.4% | -15.3% | +17.6% | +9.2% |
| 6M | +7.7% | -24.6% | +32.3% | +19.6% |
| YTD | +26.0% | -9.6% | +35.6% | +27.2% |
| 1Y | +34.6% | +2.9% | +31.7% | +27.7% |
| 3Y | +26.7% | +86.9% | -60.2% | -11.7% |
| 5Y | +24.9% | +115.2% | -90.3% | -21.5% |
| 10Y | +258.6% | +305.7% | -47.1% | +51.9% |
| All | +1,092.6% | +169.9% | +922.8% | +366.2% |
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