+68.0%
CNH vs XME
+289.3%
-221.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.6% |
| 3M | +32.7% | -7.7% | +40.5% | +37.5% |
| 6M | +22.2% | +1.0% | +21.2% | +19.7% |
| YTD | +57.7% | +14.6% | +43.1% | +41.8% |
| 1Y | +28.0% | +46.0% | -18.0% | -2.2% |
| 3Y | +11.5% | +127.0% | -115.5% | -35.8% |
| 5Y | +11.9% | +175.8% | -163.9% | -44.0% |
| 10Y | +162.8% | +414.6% | -251.8% | -12.8% |
| All | +68.0% | +289.3% | -221.3% | -40.7% |
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 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