+206.6%
CFG vs XHB
+234.8%
-28.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.6% |
| 7D | +1.6% | -2.4% | +4.0% | +3.6% |
| 30D | +3.3% | +7.1% | -3.8% | -2.6% |
| 3M | -11.5% | -6.0% | -5.6% | -7.8% |
| 6M | +6.2% | +2.1% | +4.2% | +2.5% |
| YTD | +14.3% | -0.6% | +14.9% | +11.4% |
| 1Y | +26.7% | -3.3% | +30.0% | +26.1% |
| 3Y | +187.8% | +34.1% | +153.7% | +107.9% |
| 5Y | +61.3% | +28.6% | +32.7% | +18.3% |
| All | +206.6% | +234.8% | -28.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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