+27.6%
CNH vs XME
+2.7%
+24.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +6.7% | +1.5% | +5.1% | +6.1% |
| 30D | +7.2% | -7.3% | +14.5% | +9.9% |
| 3M | +17.5% | -17.4% | +34.9% | +25.4% |
| 6M | +15.0% | -21.8% | +36.8% | +25.3% |
| YTD | +36.8% | -6.0% | +42.7% | +33.1% |
| 1Y | +27.6% | +3.8% | +23.8% | +17.7% |
| All | +27.6% | +2.7% | +24.9% | +17.7% |
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