+911.4%
CNC vs XHB
+167.3%
+744.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.2% | -2.7% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -1.8% | -9.1% | +7.3% | +1.8% |
| 3M | -0.7% | -2.3% | +1.6% | -0.5% |
| 6M | +47.9% | -4.1% | +52.1% | +48.3% |
| YTD | +56.9% | -1.7% | +58.6% | +55.3% |
| 1Y | +123.9% | -15.1% | +139.0% | +134.5% |
| 3Y | -1.3% | +26.8% | -28.1% | -15.0% |
| 5Y | +2.8% | +37.3% | -34.6% | -16.9% |
| 10Y | +90.9% | +205.7% | -114.8% | +5.9% |
| All | +911.4% | +167.3% | +744.2% | +367.7% |
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