+30.0%
CL vs XHB
+37.5%
-7.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.6% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -4.8% | -6.9% | +2.0% | -3.8% |
| 3M | +4.9% | -1.3% | +6.2% | +4.9% |
| 6M | -5.7% | -6.8% | +1.1% | -5.0% |
| YTD | +14.4% | +0.7% | +13.7% | +13.7% |
| 1Y | +8.7% | -11.2% | +20.0% | +10.2% |
| 3Y | +30.0% | +25.3% | +4.6% | +22.9% |
| All | +30.0% | +37.5% | -7.5% | +15.9% |
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