+3,478.8%
CRM vs XME
+231.2%
+3,247.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +1.1% |
| 7D | -8.1% | -3.0% | -5.1% | -6.9% |
| 30D | +23.1% | -2.6% | +25.7% | +24.2% |
| 3M | +42.5% | +2.2% | +40.4% | +39.5% |
| 6M | +25.3% | +0.7% | +24.6% | +21.8% |
| YTD | -7.8% | +10.9% | -18.7% | -15.2% |
| 1Y | +1.0% | +35.7% | -34.7% | -16.0% |
| 3Y | +10.0% | +127.1% | -117.1% | -29.3% |
| 5Y | -3.9% | +168.5% | -172.4% | -44.4% |
| 10Y | +233.2% | +416.9% | -183.8% | +27.0% |
| All | +3,478.8% | +231.2% | +3,247.6% | +1,214.0% |
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