+305.2%
CG vs XHB
+215.4%
+89.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -3.1% |
| 7D | -9.9% | -4.6% | -5.2% | -6.2% |
| 30D | -11.7% | -9.1% | -2.5% | -4.1% |
| 3M | -4.3% | -8.6% | +4.3% | +2.5% |
| 6M | -8.8% | -4.0% | -4.7% | -7.2% |
| YTD | -26.9% | -3.9% | -22.9% | -26.0% |
| 1Y | -35.4% | -16.5% | -19.0% | -26.4% |
| 3Y | +43.0% | +22.6% | +20.5% | +15.2% |
| 5Y | +1.9% | +33.9% | -32.0% | -23.9% |
| All | +305.2% | +215.4% | +89.8% | +52.9% |
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