+1,112.6%
CP vs XHB
+173.9%
+938.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | -0.2% |
| 7D | -2.7% | -1.3% | -1.4% | -2.0% |
| 30D | +0.2% | -6.9% | +7.0% | +4.0% |
| 3M | +2.6% | -1.3% | +3.8% | +2.6% |
| 6M | +6.0% | -6.8% | +12.8% | +8.9% |
| YTD | +24.9% | +0.7% | +24.2% | +23.0% |
| 1Y | +20.1% | -11.2% | +31.3% | +26.1% |
| 3Y | +16.4% | +25.3% | -8.9% | -1.1% |
| 5Y | +31.7% | +37.3% | -5.6% | +3.4% |
| 10Y | +223.9% | +211.5% | +12.3% | +55.5% |
| All | +1,112.6% | +173.9% | +938.7% | +370.2% |
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