+694.5%
CI vs XHB
+173.9%
+520.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | +1.3% | -1.3% | +2.6% | +1.9% |
| 30D | +4.4% | -6.9% | +11.3% | +7.7% |
| 3M | +0.7% | -1.3% | +1.9% | +0.3% |
| 6M | +0.3% | -6.8% | +7.1% | +2.1% |
| YTD | +3.8% | +0.7% | +3.1% | +1.4% |
| 1Y | -5.5% | -11.2% | +5.7% | -2.2% |
| 3Y | +8.1% | +25.3% | -17.2% | -9.0% |
| 5Y | +42.8% | +37.3% | +5.5% | +10.9% |
| 10Y | +143.9% | +211.5% | -67.6% | +20.9% |
| All | +694.5% | +173.9% | +520.6% | +181.7% |
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