+160.7%
CNH vs XME
+412.4%
-251.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.6% |
| 7D | +1.8% | -0.2% | +2.1% | +1.9% |
| 30D | +32.6% | +1.4% | +31.2% | +31.2% |
| 3M | +29.4% | +2.7% | +26.7% | +26.0% |
| 6M | +26.0% | +6.5% | +19.5% | +19.0% |
| YTD | +52.2% | +15.2% | +37.0% | +35.0% |
| 1Y | +23.9% | +43.5% | -19.6% | -6.7% |
| 3Y | +10.1% | +135.9% | -125.7% | -41.6% |
| 5Y | +13.2% | +181.5% | -168.3% | -48.4% |
| 10Y | +160.7% | +436.9% | -276.2% | -26.6% |
| All | +160.7% | +412.4% | -251.7% | -26.6% |
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 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