+193.3%
COP vs XHB
+34.8%
+158.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -0.5% | -1.9% | +1.4% | -0.2% |
| 30D | +11.7% | -8.3% | +20.0% | +13.3% |
| 3M | +17.7% | -7.1% | +24.8% | +18.5% |
| 6M | +18.3% | -5.3% | +23.6% | +18.1% |
| YTD | +49.1% | -3.2% | +52.3% | +47.6% |
| 1Y | +53.3% | -13.9% | +67.2% | +56.4% |
| 3Y | +22.2% | +24.9% | -2.8% | +11.2% |
| 5Y | +193.3% | +34.5% | +158.8% | +166.2% |
| All | +193.3% | +34.8% | +158.5% | +166.2% |
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 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