+239.4%
XME vs CNI
+727.4%
-488.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | -0.2% | +0.9% | -1.1% | -1.0% |
| 30D | +1.4% | -2.1% | +3.5% | +3.2% |
| 3M | +2.7% | +1.8% | +0.9% | +0.3% |
| 6M | +6.5% | +14.8% | -8.3% | -7.0% |
| YTD | +15.2% | +25.4% | -10.2% | -7.6% |
| 1Y | +43.5% | +32.9% | +10.6% | +8.9% |
| 3Y | +135.9% | +20.2% | +115.7% | +91.0% |
| 5Y | +181.5% | +12.2% | +169.3% | +138.8% |
| 10Y | +436.9% | +136.0% | +300.9% | +114.6% |
| All | +239.4% | +727.4% | -488.1% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling