+6.7%
XME vs CNI
+37.5%
-30.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.7% |
| 7D | -5.5% | +3.7% | -9.2% | -6.6% |
| 30D | -11.1% | +8.1% | -19.2% | -13.5% |
| 3M | -11.1% | +1.9% | -13.0% | -11.8% |
| 6M | -18.0% | +19.2% | -37.2% | -23.8% |
| YTD | -7.4% | +32.7% | -40.1% | -17.8% |
| 1Y | +6.7% | +37.0% | -30.3% | -7.5% |
| All | +6.7% | +37.5% | -30.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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