+271.0%
CG vs XHB
+234.8%
+36.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -2.8% |
| 7D | -1.5% | -2.4% | +0.9% | +0.7% |
| 30D | +5.7% | +7.1% | -1.4% | -0.1% |
| 3M | -17.9% | -6.0% | -11.9% | -13.3% |
| 6M | -20.2% | +2.1% | -22.3% | -22.4% |
| YTD | -32.0% | -0.6% | -31.4% | -33.1% |
| 1Y | -27.0% | -3.3% | -23.7% | -26.6% |
| 3Y | +42.8% | +34.1% | +8.7% | +6.4% |
| 5Y | -23.4% | +28.6% | -52.0% | -41.0% |
| All | +271.0% | +234.8% | +36.1% | +33.3% |
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