+8.7%
CNH vs XME
+179.6%
-170.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.2% |
| 7D | +8.8% | +3.6% | +5.2% | +6.7% |
| 30D | +24.7% | +3.6% | +21.0% | +21.9% |
| 3M | +27.3% | +1.2% | +26.1% | +25.5% |
| 6M | +23.2% | +9.0% | +14.1% | +15.5% |
| YTD | +48.9% | +15.9% | +33.0% | +32.9% |
| 1Y | +19.4% | +43.2% | -23.8% | -8.5% |
| 3Y | +7.8% | +137.4% | -129.6% | -42.0% |
| 5Y | +8.7% | +185.0% | -176.3% | -49.0% |
| All | +8.7% | +179.6% | -170.9% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling