+730.2%
CI vs XHB
+172.9%
+557.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.9% |
| 7D | -1.6% | +1.3% | -2.9% | -2.2% |
| 30D | +5.4% | +7.8% | -2.4% | +1.7% |
| 3M | +7.3% | -5.5% | +12.7% | +9.6% |
| 6M | +5.3% | -2.6% | +7.9% | +5.1% |
| YTD | +8.5% | +0.4% | +8.1% | +5.9% |
| 1Y | +17.1% | -1.0% | +18.1% | +14.9% |
| 3Y | +1.4% | +37.3% | -35.9% | -18.3% |
| 5Y | +50.5% | +33.7% | +16.8% | +18.2% |
| 10Y | +168.5% | +256.9% | -88.4% | +24.6% |
| All | +730.2% | +172.9% | +557.3% | +194.2% |
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