+84.1%
CL vs XHB
+241.7%
-157.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | -4.1% | +3.3% | +0.2% |
| 30D | +9.5% | +9.6% | -0.1% | +7.2% |
| 3M | +6.8% | -6.0% | +12.8% | +8.1% |
| 6M | +14.3% | +2.2% | +12.1% | +13.1% |
| YTD | +27.0% | +1.1% | +25.8% | +25.7% |
| 1Y | +26.3% | -1.7% | +28.0% | +25.7% |
| 3Y | +39.3% | +36.5% | +2.8% | +25.1% |
| 5Y | +41.5% | +33.5% | +8.1% | +25.5% |
| 10Y | +84.1% | +240.9% | -156.8% | +21.2% |
| All | +84.1% | +241.7% | -157.6% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling