+184.1%
XME vs CAPR
-99.1%
+283.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -0.1% | -2.0% | +1.9% | -0.1% |
| 30D | +6.0% | +139.2% | -133.2% | +4.1% |
| 3M | -7.7% | -66.4% | +58.6% | -7.1% |
| 6M | +1.0% | -63.1% | +64.1% | +1.4% |
| YTD | +14.6% | -67.4% | +82.1% | +15.3% |
| 1Y | +46.0% | +58.2% | -12.3% | +37.2% |
| 3Y | +127.0% | +42.2% | +84.8% | +108.5% |
| 5Y | +175.8% | +87.3% | +88.6% | +149.8% |
| 10Y | +414.6% | -75.3% | +489.9% | +345.6% |
| All | +184.1% | -99.1% | +283.2% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling