-35.4%
CG vs XHB
-14.9%
-20.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.6% |
| 7D | -9.9% | -4.6% | -5.2% | -7.4% |
| 30D | -11.7% | -9.1% | -2.5% | -6.8% |
| 3M | -4.3% | -8.6% | +4.3% | +0.1% |
| 6M | -8.8% | -4.0% | -4.7% | -7.5% |
| YTD | -26.9% | -3.9% | -22.9% | -26.2% |
| 1Y | -35.4% | -16.5% | -19.0% | -30.0% |
| All | -35.4% | -14.9% | -20.5% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling