+850.5%
CB vs XHB
+173.9%
+676.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.3% |
| 7D | +0.5% | -1.3% | +1.8% | +1.0% |
| 30D | -3.1% | -6.9% | +3.8% | -0.2% |
| 3M | +9.0% | -1.3% | +10.2% | +8.6% |
| 6M | +2.9% | -6.8% | +9.6% | +4.5% |
| YTD | +10.1% | +0.7% | +9.4% | +7.6% |
| 1Y | +22.8% | -11.2% | +34.0% | +26.4% |
| 3Y | +73.8% | +25.3% | +48.5% | +46.6% |
| 5Y | +99.2% | +37.3% | +61.9% | +55.8% |
| 10Y | +218.2% | +211.5% | +6.7% | +62.2% |
| All | +850.5% | +173.9% | +676.6% | +272.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling