+1,144.3%
CP vs XHB
+175.2%
+969.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +1.1% |
| 7D | +2.8% | +1.2% | +1.6% | +2.1% |
| 30D | +11.0% | +8.9% | +2.2% | +5.9% |
| 3M | +3.8% | -4.2% | +8.0% | +5.8% |
| 6M | +9.5% | +1.4% | +8.1% | +7.5% |
| YTD | +28.2% | +1.2% | +27.0% | +25.4% |
| 1Y | +33.0% | -1.3% | +34.2% | +31.7% |
| 3Y | +35.5% | +36.6% | -1.0% | +9.9% |
| 5Y | +25.8% | +34.3% | -8.5% | -0.2% |
| 10Y | +250.7% | +241.1% | +9.7% | +60.0% |
| All | +1,144.3% | +175.2% | +969.0% | +379.6% |
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 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