+2,266.8%
COR vs XHB
+173.9%
+2,092.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.8% | -2.1% |
| 7D | +2.8% | -1.3% | +4.1% | +3.1% |
| 30D | +4.5% | -6.9% | +11.4% | +6.4% |
| 3M | +22.7% | -1.3% | +23.9% | +22.6% |
| 6M | -9.7% | -6.8% | -2.9% | -8.8% |
| YTD | -1.4% | +0.7% | -2.2% | -2.8% |
| 1Y | +13.9% | -11.2% | +25.2% | +16.1% |
| 3Y | +94.0% | +25.3% | +68.6% | +74.0% |
| 5Y | +184.0% | +37.3% | +146.7% | +142.5% |
| 10Y | +406.8% | +211.5% | +195.2% | +230.0% |
| All | +2,266.8% | +173.9% | +2,092.9% | +1,225.5% |
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