+238.9%
CRM vs XHB
+215.4%
+23.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.1% |
| 7D | -4.4% | -4.6% | +0.2% | -2.0% |
| 30D | +28.1% | -9.1% | +37.3% | +34.5% |
| 3M | +48.8% | -8.6% | +57.4% | +54.6% |
| 6M | +28.3% | -4.0% | +32.3% | +27.8% |
| YTD | -6.0% | -3.9% | -2.1% | -7.2% |
| 1Y | +1.4% | -16.5% | +17.9% | +8.1% |
| 3Y | +11.8% | +22.6% | -10.7% | -9.8% |
| 5Y | -2.0% | +33.9% | -36.0% | -26.5% |
| All | +238.9% | +215.4% | +23.5% | +48.0% |
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