+133.5%
XME vs CPB
-40.7%
+174.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | 0.0% |
| 7D | -0.1% | -8.6% | +8.5% | -0.7% |
| 30D | +6.0% | -7.2% | +13.2% | +5.5% |
| 3M | -7.7% | +0.9% | -8.6% | -7.5% |
| 6M | +1.0% | -11.8% | +12.8% | +0.6% |
| YTD | +14.6% | -19.4% | +34.0% | +13.9% |
| 1Y | +46.0% | -30.4% | +76.3% | +44.6% |
| All | +133.5% | -40.7% | +174.3% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling