+237.8%
XME vs COO
+543.1%
-305.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.9% |
| 7D | -0.1% | -2.2% | +2.1% | +0.9% |
| 30D | +6.0% | -7.0% | +13.0% | +9.3% |
| 3M | -7.7% | +12.2% | -19.9% | -13.5% |
| 6M | +1.0% | -15.1% | +16.1% | +7.1% |
| YTD | +14.6% | -15.1% | +29.7% | +21.5% |
| 1Y | +46.0% | +2.3% | +43.6% | +41.6% |
| 3Y | +127.0% | -23.7% | +150.7% | +142.6% |
| 5Y | +175.8% | -38.9% | +214.7% | +221.2% |
| 10Y | +414.6% | +49.9% | +364.7% | +283.5% |
| All | +237.8% | +543.1% | -305.3% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling