+53.4%
CL vs XHB
+204.2%
-150.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -5.2% | -9.1% | +3.9% | -3.2% |
| 3M | +3.3% | -2.3% | +5.6% | +3.5% |
| 6M | -4.4% | -4.1% | -0.3% | -3.9% |
| YTD | +13.9% | -1.7% | +15.6% | +13.6% |
| 1Y | +7.6% | -15.1% | +22.7% | +10.9% |
| 3Y | +29.6% | +26.8% | +2.7% | +18.5% |
| 5Y | +28.1% | +37.3% | -9.3% | +12.4% |
| 10Y | +53.4% | +205.7% | -152.3% | +8.3% |
| All | +53.4% | +204.2% | -150.9% | +8.3% |
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