+918.7%
CB vs XHB
+172.9%
+745.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | +0.2% | +1.3% | -1.1% | -0.4% |
| 30D | +9.1% | +7.8% | +1.3% | +5.4% |
| 3M | +3.4% | -5.5% | +8.9% | +5.5% |
| 6M | +14.1% | -2.6% | +16.7% | +13.9% |
| YTD | +18.0% | +0.4% | +17.7% | +15.2% |
| 1Y | +30.1% | -1.0% | +31.1% | +27.5% |
| 3Y | +71.8% | +37.3% | +34.5% | +38.7% |
| 5Y | +101.8% | +33.7% | +68.1% | +59.6% |
| 10Y | +252.1% | +256.9% | -4.8% | +68.3% |
| All | +918.7% | +172.9% | +745.9% | +299.2% |
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