+6.7%
XME vs CAPR
+47.4%
-40.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.3% | -9.3% | -1.1% |
| 7D | -5.5% | +43.2% | -48.6% | -5.8% |
| 30D | -11.1% | +14.7% | -25.8% | -11.3% |
| 3M | -11.1% | +113.9% | -125.0% | -11.9% |
| 6M | -18.0% | -73.4% | +55.4% | -17.6% |
| YTD | -7.4% | -69.1% | +61.7% | -7.1% |
| 1Y | +6.7% | +47.2% | -40.5% | +4.4% |
| All | +6.7% | +47.4% | -40.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling