-37.7%
CAG vs XME
+421.4%
-459.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -5.7% | -4.2% | -1.5% | -5.2% |
| 30D | -2.4% | -2.7% | +0.3% | -2.2% |
| 3M | +9.8% | -3.9% | +13.7% | +10.1% |
| 6M | -10.8% | -1.0% | -9.9% | -11.2% |
| YTD | -10.8% | +9.8% | -20.6% | -12.5% |
| 1Y | -19.0% | +32.5% | -51.5% | -22.8% |
| 3Y | -39.7% | +124.3% | -164.0% | -47.3% |
| 5Y | -43.0% | +165.8% | -208.8% | -52.6% |
| All | -37.7% | +421.4% | -459.0% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling