+5.6%
CNC vs XHB
+33.0%
-27.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | -0.9% | -4.6% | +3.7% | +0.1% |
| 30D | -1.0% | -9.1% | +8.2% | +1.1% |
| 3M | +4.5% | -8.6% | +13.1% | +6.2% |
| 6M | +85.2% | -4.0% | +89.2% | +85.1% |
| YTD | +61.4% | -3.9% | +65.4% | +61.1% |
| 1Y | +94.9% | -16.5% | +111.4% | +101.3% |
| 3Y | 0.0% | +22.6% | -22.6% | -7.9% |
| All | +5.6% | +33.0% | -27.4% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling