+9.0%
XHB vs CAI
-8.1%
+17.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -9.1% | +9.1% | -18.2% | -10.0% |
| 3M | -2.3% | +53.8% | -56.1% | -6.9% |
| 6M | -4.1% | +33.5% | -37.6% | -8.1% |
| YTD | -1.7% | -8.0% | +6.3% | -3.1% |
| 1Y | -15.1% | -28.7% | +13.6% | -14.2% |
| All | +9.0% | -8.1% | +17.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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