+9.9%
CG vs XHB
+36.9%
-27.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | 0.0% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -3.2% | -9.1% | +5.9% | +5.3% |
| 3M | +6.2% | -2.3% | +8.5% | +7.3% |
| 6M | -4.7% | -4.1% | -0.5% | -2.9% |
| YTD | -20.6% | -1.7% | -18.9% | -21.5% |
| 1Y | -26.4% | -15.1% | -11.3% | -16.6% |
| 3Y | +55.4% | +26.8% | +28.6% | +15.6% |
| All | +9.9% | +36.9% | -27.0% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling