+460.0%
COP vs XHB
+173.9%
+286.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.5% |
| 7D | +3.0% | -1.3% | +4.3% | +3.5% |
| 30D | +17.5% | -6.9% | +24.4% | +20.9% |
| 3M | +13.4% | -1.3% | +14.6% | +12.4% |
| 6M | +17.7% | -6.8% | +24.5% | +18.2% |
| YTD | +46.6% | +0.7% | +45.9% | +41.5% |
| 1Y | +44.6% | -11.2% | +55.8% | +47.4% |
| 3Y | +20.7% | +25.3% | -4.6% | +1.0% |
| 5Y | +185.0% | +37.3% | +147.7% | +119.8% |
| 10Y | +347.0% | +211.5% | +135.5% | +130.0% |
| All | +460.0% | +173.9% | +286.1% | +144.7% |
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