+398.3%
CAH vs XME
+167.8%
+230.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.1% | -1.2% |
| 7D | -5.1% | -3.0% | -2.0% | -4.7% |
| 30D | -1.8% | -2.6% | +0.8% | -1.5% |
| 3M | +9.4% | +2.2% | +7.2% | +8.9% |
| 6M | +9.2% | +0.7% | +8.5% | +8.4% |
| YTD | +15.7% | +10.9% | +4.8% | +12.5% |
| 1Y | +59.7% | +35.7% | +24.0% | +48.8% |
| 3Y | +178.5% | +127.1% | +51.3% | +126.3% |
| 5Y | +398.3% | +168.5% | +229.8% | +274.6% |
| All | +398.3% | +167.8% | +230.4% | +274.6% |
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