+43.5%
CG vs XHB
+34.8%
+8.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -2.9% |
| 7D | -1.5% | -2.4% | +0.9% | +0.5% |
| 30D | +5.7% | +7.1% | -1.4% | +0.5% |
| 3M | -17.9% | -6.0% | -11.9% | -13.7% |
| 6M | -20.2% | +2.1% | -22.3% | -22.2% |
| YTD | -32.0% | -0.6% | -31.4% | -33.1% |
| 1Y | -27.0% | -3.3% | -23.7% | -26.5% |
| All | +43.5% | +34.8% | +8.7% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling