+243.0%
CB vs XHB
+271.6%
-28.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -1.8% |
| 7D | -1.5% | +1.3% | -2.8% | -2.1% |
| 30D | +6.5% | +11.8% | -5.3% | +2.0% |
| 3M | +4.1% | -3.8% | +7.9% | +5.2% |
| 6M | +14.4% | +4.1% | +10.3% | +11.3% |
| YTD | +17.5% | +4.0% | +13.6% | +13.4% |
| 1Y | +27.5% | +1.6% | +26.0% | +24.1% |
| 3Y | +71.6% | +43.2% | +28.4% | +36.0% |
| 5Y | +100.6% | +35.8% | +64.8% | +59.1% |
| 10Y | +243.0% | +259.3% | -16.3% | +60.9% |
| All | +243.0% | +271.6% | -28.6% | +60.9% |
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