+73.0%
XME vs CAI
-11.0%
+84.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -3.0% | -5.1% | +2.0% | -2.5% |
| 30D | -2.6% | +3.9% | -6.5% | -3.1% |
| 3M | +2.2% | +40.1% | -37.9% | -1.9% |
| 6M | +0.7% | +29.7% | -29.0% | -3.2% |
| YTD | +10.9% | -10.9% | +21.8% | +9.0% |
| 1Y | +35.7% | -28.0% | +63.7% | +34.0% |
| All | +73.0% | -11.0% | +84.0% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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