+30.0%
XHB vs CPB
-41.6%
+71.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.3% | +1.7% |
| 7D | -1.3% | -8.6% | +7.3% | +0.5% |
| 30D | -6.9% | -7.2% | +0.4% | -5.5% |
| 3M | -1.3% | +0.9% | -2.1% | -1.9% |
| 6M | -6.8% | -11.8% | +5.0% | -4.7% |
| YTD | +0.7% | -19.4% | +20.1% | +5.0% |
| 1Y | -11.2% | -30.4% | +19.1% | -4.3% |
| All | +30.0% | -41.6% | +71.5% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling