+2,423.8%
CRM vs XHB
+157.1%
+2,266.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.9% |
| 7D | -8.1% | -5.2% | -2.9% | -5.2% |
| 30D | +23.1% | -12.1% | +35.2% | +32.3% |
| 3M | +42.5% | -6.2% | +48.8% | +46.2% |
| 6M | +25.3% | -6.7% | +32.0% | +26.9% |
| YTD | -7.8% | -5.5% | -2.3% | -8.2% |
| 1Y | +1.0% | -15.6% | +16.7% | +7.1% |
| 3Y | +10.0% | +22.0% | -12.0% | -10.3% |
| 5Y | -3.9% | +31.8% | -35.7% | -25.6% |
| 10Y | +233.2% | +208.1% | +25.1% | +46.4% |
| All | +2,423.8% | +157.1% | +2,266.7% | +824.7% |
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