+223.6%
CP vs XHB
+210.4%
+13.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.2% |
| 7D | -2.7% | -5.2% | +2.5% | 0.0% |
| 30D | -3.4% | -12.1% | +8.8% | +3.2% |
| 3M | -0.6% | -6.2% | +5.6% | +2.1% |
| 6M | +6.3% | -6.7% | +13.0% | +9.1% |
| YTD | +21.2% | -5.5% | +26.6% | +23.2% |
| 1Y | +20.0% | -15.6% | +35.7% | +29.3% |
| 3Y | +18.7% | +22.0% | -3.3% | +2.2% |
| 5Y | +34.8% | +31.8% | +2.9% | +8.1% |
| All | +223.6% | +210.4% | +13.2% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling