-65.0%
CBRS vs XHB
+3.1%
-68.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.7% | +10.5% | +11.1% |
| 7D | +21.2% | -0.2% | +21.4% | +21.4% |
| 30D | -23.2% | +9.9% | -33.1% | -24.1% |
| 3M | -52.9% | -6.3% | -46.6% | -53.2% |
| All | -65.0% | +3.1% | -68.1% | -64.8% |
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