+33.3%
CP vs XHB
+1.3%
+32.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +0.5% |
| 7D | +2.8% | +1.3% | +1.5% | +2.1% |
| 30D | +11.3% | +11.8% | -0.5% | +6.2% |
| 3M | +2.9% | -3.8% | +6.7% | +4.2% |
| 6M | +9.8% | +4.1% | +5.7% | +6.9% |
| YTD | +28.5% | +4.0% | +24.6% | +25.0% |
| All | +33.3% | +1.3% | +32.0% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling