+734.5%
CAH vs XME
+244.0%
+490.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +1.2% | +1.4% | -0.2% | +0.7% |
| 3M | +13.1% | +2.7% | +10.4% | +11.8% |
| 6M | +8.5% | +6.5% | +2.0% | +5.3% |
| YTD | +17.6% | +15.2% | +2.4% | +11.3% |
| 1Y | +60.7% | +43.5% | +17.2% | +42.1% |
| 3Y | +183.2% | +135.9% | +47.3% | +113.4% |
| 5Y | +402.2% | +181.5% | +220.7% | +251.2% |
| 10Y | +302.3% | +436.9% | -134.5% | +125.1% |
| All | +734.5% | +244.0% | +490.5% | +322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling