+337.5%
COP vs XHB
+210.4%
+127.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.5% |
| 7D | +1.0% | -5.2% | +6.2% | +3.5% |
| 30D | +9.6% | -12.1% | +21.7% | +16.2% |
| 3M | +15.0% | -6.2% | +21.3% | +16.7% |
| 6M | +21.8% | -6.7% | +28.5% | +21.8% |
| YTD | +49.6% | -5.5% | +55.1% | +47.8% |
| 1Y | +49.9% | -15.6% | +65.5% | +57.0% |
| 3Y | +22.6% | +22.0% | +0.6% | -1.6% |
| 5Y | +193.6% | +31.8% | +161.8% | +113.8% |
| All | +337.5% | +210.4% | +127.1% | +70.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling