+55.4%
CG vs XHB
+26.5%
+28.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.3% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -3.2% | -9.1% | +5.9% | +4.2% |
| 3M | +6.2% | -2.3% | +8.5% | +7.2% |
| 6M | -4.7% | -4.1% | -0.5% | -2.9% |
| YTD | -20.6% | -1.7% | -18.9% | -21.3% |
| 1Y | -26.4% | -15.1% | -11.3% | -17.3% |
| 3Y | +55.4% | +26.8% | +28.6% | +17.2% |
| All | +55.4% | +26.5% | +28.9% | +17.2% |
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