+251.6%
CP vs XHB
+257.8%
-6.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +0.2% |
| 7D | +2.8% | +1.3% | +1.5% | +2.0% |
| 30D | +11.3% | +11.8% | -0.5% | +4.9% |
| 3M | +2.9% | -3.8% | +6.7% | +4.6% |
| 6M | +9.8% | +4.1% | +5.7% | +6.4% |
| YTD | +28.5% | +4.0% | +24.6% | +24.2% |
| 1Y | +33.5% | +1.6% | +31.9% | +30.4% |
| 3Y | +31.9% | +43.2% | -11.2% | +4.2% |
| 5Y | +25.5% | +35.8% | -10.3% | -0.6% |
| All | +251.6% | +257.8% | -6.2% | +57.9% |
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