+216.8%
CB vs XHB
+204.2%
+12.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -3.9% | -9.1% | +5.2% | -0.5% |
| 3M | +4.9% | -2.3% | +7.2% | +5.0% |
| 6M | +3.3% | -4.1% | +7.4% | +3.5% |
| YTD | +8.5% | -1.7% | +10.2% | +7.3% |
| 1Y | +22.1% | -15.1% | +37.2% | +27.7% |
| 3Y | +70.1% | +26.8% | +43.3% | +42.4% |
| 5Y | +97.4% | +37.3% | +60.0% | +54.2% |
| 10Y | +216.8% | +205.7% | +11.2% | +57.9% |
| All | +216.8% | +204.2% | +12.6% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling