+237.0%
CFG vs XHB
+271.6%
-34.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.6% | +0.1% |
| 7D | +0.3% | +1.3% | -1.1% | -0.9% |
| 30D | +3.2% | +11.8% | -8.6% | -6.0% |
| 3M | -9.7% | -3.8% | -5.9% | -7.6% |
| 6M | +3.6% | +4.1% | -0.5% | -1.5% |
| YTD | +14.7% | +4.0% | +10.7% | +7.9% |
| 1Y | +29.6% | +1.6% | +28.0% | +24.1% |
| 3Y | +190.6% | +43.2% | +147.4% | +98.8% |
| 5Y | +67.1% | +35.8% | +31.2% | +17.0% |
| 10Y | +237.0% | +259.3% | -22.3% | -6.2% |
| All | +237.0% | +271.6% | -34.6% | -6.2% |
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