+215.5%
XHB vs CPB
-44.2%
+259.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -1.9% | -8.0% | +6.1% | -0.5% |
| 30D | -8.3% | -2.4% | -5.9% | -8.0% |
| 3M | -7.1% | +0.5% | -7.7% | -7.5% |
| 6M | -5.3% | -10.5% | +5.2% | -3.7% |
| YTD | -3.2% | -17.5% | +14.3% | -0.3% |
| 1Y | -13.9% | -31.0% | +17.2% | -8.4% |
| 3Y | +24.9% | -40.6% | +65.5% | +35.0% |
| 5Y | +34.5% | -37.7% | +72.2% | +43.2% |
| 10Y | +215.5% | -43.4% | +258.9% | +233.5% |
| All | +215.5% | -44.2% | +259.7% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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