+30.8%
CNH vs XME
+96.3%
-65.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.1% | -3.2% |
| 7D | +6.4% | +5.3% | +1.1% | +4.2% |
| 30D | -1.6% | -8.2% | +6.6% | +2.1% |
| 3M | +11.6% | -18.4% | +29.9% | +21.8% |
| 6M | +12.5% | -22.8% | +35.4% | +25.4% |
| YTD | +31.1% | -7.9% | +39.0% | +31.6% |
| 1Y | +17.0% | -0.9% | +17.9% | +12.7% |
| All | +30.8% | +96.3% | -65.4% | -25.3% |
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