+308.6%
CFG vs XHB
+204.2%
+104.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | +0.8% |
| 7D | +2.7% | +0.2% | +2.5% | +2.5% |
| 30D | -3.7% | -9.1% | +5.4% | +3.6% |
| 3M | +9.5% | -2.3% | +11.8% | +10.3% |
| 6M | +22.2% | -4.1% | +26.4% | +24.2% |
| YTD | +22.3% | -1.7% | +24.0% | +21.0% |
| 1Y | +39.4% | -15.1% | +54.6% | +55.2% |
| 3Y | +188.5% | +26.8% | +161.7% | +120.3% |
| 5Y | +101.5% | +37.3% | +64.2% | +39.4% |
| 10Y | +308.6% | +205.7% | +103.0% | +29.6% |
| All | +308.6% | +204.2% | +104.4% | +29.6% |
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