+43.2%
XHB vs CPB
-35.0%
+78.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.9% |
| 7D | +1.3% | +3.3% | -1.9% | +0.6% |
| 30D | +11.8% | +19.0% | -7.2% | +7.5% |
| 3M | -3.8% | +0.4% | -4.3% | -4.4% |
| 6M | +4.1% | +13.0% | -8.9% | +0.6% |
| YTD | +4.0% | -12.7% | +16.7% | +6.3% |
| 1Y | +1.6% | -20.9% | +22.4% | +6.3% |
| 3Y | +43.2% | -35.4% | +78.6% | +54.7% |
| All | +43.2% | -35.0% | +78.2% | +54.7% |
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