+3,675.9%
CMG vs XHB
+163.2%
+3,512.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.7% |
| 7D | -6.5% | -1.9% | -4.5% | -5.5% |
| 30D | +12.1% | -8.3% | +20.4% | +17.4% |
| 3M | +20.6% | -7.1% | +27.7% | +24.5% |
| 6M | +2.1% | -5.3% | +7.3% | +3.6% |
| YTD | -2.6% | -3.2% | +0.6% | -2.7% |
| 1Y | -8.7% | -13.9% | +5.2% | -2.7% |
| 3Y | -7.4% | +24.9% | -32.3% | -22.6% |
| 5Y | -5.7% | +34.5% | -40.2% | -25.5% |
| 10Y | +322.3% | +215.5% | +106.9% | +98.3% |
| All | +3,675.9% | +163.2% | +3,512.7% | +1,455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling