+37.3%
XHB vs CPB
-38.5%
+75.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.8% |
| 7D | +0.2% | -8.2% | +8.4% | +1.8% |
| 30D | -9.1% | -5.6% | -3.5% | -8.1% |
| 3M | -2.3% | +3.0% | -5.3% | -3.3% |
| 6M | -4.1% | -12.7% | +8.6% | -1.9% |
| YTD | -1.7% | -18.0% | +16.3% | +1.8% |
| 1Y | -15.1% | -31.7% | +16.6% | -8.7% |
| 3Y | +26.8% | -41.0% | +67.8% | +37.9% |
| 5Y | +37.3% | -38.4% | +75.7% | +45.9% |
| All | +37.3% | -38.5% | +75.9% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling