+89.6%
CL vs XHB
+237.3%
-147.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +8.0% | +9.9% | -1.9% | +5.7% |
| 3M | +7.9% | -6.3% | +14.2% | +9.3% |
| 6M | +14.7% | +3.8% | +10.9% | +13.1% |
| YTD | +29.2% | +0.1% | +29.0% | +28.1% |
| 1Y | +29.5% | -0.8% | +30.3% | +28.7% |
| 3Y | +40.7% | +35.6% | +5.1% | +26.5% |
| 5Y | +43.9% | +29.6% | +14.3% | +28.7% |
| All | +89.6% | +237.3% | -147.7% | +24.5% |
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 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