+185.0%
XME vs COO
-39.5%
+224.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.9% | +2.1% |
| 7D | +3.6% | -2.3% | +5.9% | +4.5% |
| 30D | +3.6% | -8.8% | +12.4% | +7.1% |
| 3M | +1.2% | +1.3% | -0.1% | -0.1% |
| 6M | +9.0% | -11.6% | +20.6% | +13.5% |
| YTD | +15.9% | -17.4% | +33.3% | +24.2% |
| 1Y | +43.2% | -1.6% | +44.8% | +42.0% |
| 3Y | +137.4% | -22.6% | +160.0% | +150.6% |
| 5Y | +185.0% | -40.3% | +225.4% | +219.0% |
| All | +185.0% | -39.5% | +224.5% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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