+45.7%
CNH vs XME
+219.3%
-173.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +6.7% | +1.5% | +5.1% | +6.0% |
| 30D | +7.2% | -7.3% | +14.5% | +11.6% |
| 3M | +17.5% | -17.4% | +34.9% | +30.2% |
| 6M | +15.0% | -21.8% | +36.8% | +30.1% |
| YTD | +36.8% | -6.0% | +42.7% | +37.1% |
| 1Y | +27.6% | +3.8% | +23.8% | +20.2% |
| 3Y | +34.3% | +100.0% | -65.7% | -17.6% |
| 5Y | -12.2% | +116.1% | -128.3% | -49.5% |
| 10Y | +113.9% | +280.6% | -166.7% | -16.9% |
| All | +45.7% | +219.3% | -173.6% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling