-42.6%
CAG vs XME
+167.8%
-210.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.6% |
| 7D | -5.9% | -3.0% | -2.8% | -5.8% |
| 30D | -1.5% | -2.6% | +1.1% | -1.5% |
| 3M | +11.5% | +2.2% | +9.3% | +11.3% |
| 6M | -15.7% | +0.7% | -16.4% | -15.9% |
| YTD | -10.2% | +10.9% | -21.1% | -11.1% |
| 1Y | -18.1% | +35.7% | -53.8% | -20.2% |
| 3Y | -39.4% | +127.1% | -166.5% | -44.2% |
| 5Y | -42.6% | +168.5% | -211.1% | -49.0% |
| All | -42.6% | +167.8% | -210.4% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling