-19.0%
CAG vs XME
+34.9%
-53.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.8% |
| 7D | -5.7% | -4.2% | -1.5% | -6.0% |
| 30D | -2.4% | -2.7% | +0.3% | -2.6% |
| 3M | +9.8% | -3.9% | +13.7% | +9.8% |
| 6M | -10.8% | -1.0% | -9.9% | -10.9% |
| YTD | -10.8% | +9.8% | -20.6% | -9.6% |
| 1Y | -19.0% | +32.5% | -51.5% | -13.3% |
| All | -19.0% | +34.9% | -53.8% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling