+752.4%
CI vs XHB
+175.0%
+577.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.3% | -4.1% | +2.8% | +0.5% |
| 30D | +6.4% | +9.6% | -3.2% | +1.8% |
| 3M | +10.7% | -6.0% | +16.7% | +13.3% |
| 6M | +5.5% | +2.2% | +3.3% | +2.9% |
| YTD | +11.4% | +1.1% | +10.2% | +8.3% |
| 1Y | +15.0% | -1.7% | +16.8% | +13.2% |
| 3Y | +9.0% | +36.5% | -27.5% | -12.0% |
| 5Y | +52.0% | +33.5% | +18.5% | +19.4% |
| 10Y | +150.9% | +240.9% | -90.0% | +19.0% |
| All | +752.4% | +175.0% | +577.4% | +200.7% |
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