+129.7%
COP vs XHB
+30.4%
+99.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | +3.4% | -2.4% | +5.8% | +3.7% |
| 30D | -0.6% | +7.1% | -7.7% | -1.9% |
| 3M | +10.8% | -6.0% | +16.7% | +11.6% |
| 6M | +19.6% | +2.1% | +17.6% | +17.7% |
| YTD | +52.9% | -0.6% | +53.5% | +50.4% |
| 1Y | +62.2% | -3.3% | +65.5% | +60.5% |
| 3Y | +32.4% | +34.1% | -1.8% | +18.6% |
| 5Y | +129.7% | +28.6% | +101.1% | +106.7% |
| All | +129.7% | +30.4% | +99.3% | +106.7% |
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 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