+175.0%
XHB vs CPB
+44.4%
+130.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.4% |
| 7D | -2.4% | -5.8% | +3.4% | -0.5% |
| 30D | +7.1% | +16.5% | -9.4% | +1.8% |
| 3M | -6.0% | -1.1% | -4.9% | -6.1% |
| 6M | +2.1% | +11.5% | -9.4% | -2.5% |
| YTD | -0.6% | -15.7% | +15.1% | +3.7% |
| 1Y | -3.3% | -24.7% | +21.4% | +4.8% |
| 3Y | +34.1% | -37.3% | +71.4% | +51.4% |
| 5Y | +28.6% | -35.0% | +63.6% | +40.1% |
| 10Y | +235.0% | -41.0% | +276.1% | +255.7% |
| All | +175.0% | +44.4% | +130.7% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling