+116.1%
XME vs CPB
-33.9%
+149.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.6% |
| 7D | +1.5% | -4.1% | +5.6% | +1.4% |
| 30D | -7.3% | +16.9% | -24.2% | -7.2% |
| 3M | -17.4% | -0.6% | -16.9% | -17.3% |
| 6M | -21.8% | +11.4% | -33.2% | -21.8% |
| YTD | -6.0% | -14.8% | +8.9% | -5.2% |
| 1Y | +3.8% | -24.8% | +28.6% | +5.2% |
| 3Y | +100.0% | -36.6% | +136.6% | +100.5% |
| 5Y | +116.1% | -33.3% | +149.4% | +107.0% |
| All | +116.1% | -33.9% | +149.9% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling