+62.0%
CFG vs XHB
+33.2%
+28.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | 0.0% |
| 7D | -0.9% | +1.3% | -2.2% | -1.8% |
| 30D | +1.1% | +7.8% | -6.7% | -3.9% |
| 3M | -12.0% | -5.5% | -6.5% | -9.3% |
| 6M | -2.2% | -2.6% | +0.4% | -1.8% |
| YTD | +11.4% | +0.4% | +11.1% | +8.9% |
| 1Y | +27.8% | -1.0% | +28.8% | +25.9% |
| 3Y | +173.3% | +37.3% | +136.0% | +108.1% |
| All | +62.0% | +33.2% | +28.8% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling