+260.5%
CP vs XHB
+237.3%
+23.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | +2.1% | -0.2% | +2.4% | +2.2% |
| 30D | +9.3% | +9.9% | -0.6% | +3.9% |
| 3M | +0.5% | -6.3% | +6.8% | +3.5% |
| 6M | +10.4% | +3.8% | +6.6% | +7.1% |
| YTD | +28.7% | +0.1% | +28.6% | +26.7% |
| 1Y | +33.2% | -0.8% | +34.0% | +31.6% |
| 3Y | +38.4% | +35.6% | +2.8% | +12.5% |
| 5Y | +26.2% | +29.6% | -3.4% | +2.5% |
| All | +260.5% | +237.3% | +23.2% | +63.6% |
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