+14.1%
CNH vs XME
+133.5%
-119.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +23.3% | -0.1% | +23.4% | +23.4% |
| 30D | +33.5% | +6.0% | +27.5% | +29.3% |
| 3M | +32.7% | -7.7% | +40.5% | +37.3% |
| 6M | +22.2% | +1.0% | +21.2% | +20.1% |
| YTD | +57.7% | +14.6% | +43.1% | +43.1% |
| 1Y | +28.0% | +46.0% | -18.0% | -2.0% |
| All | +14.1% | +133.5% | -119.4% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling