+429.5%
CL vs XHB
+173.9%
+255.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.7% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | -4.8% | -6.9% | +2.0% | -3.4% |
| 3M | +4.9% | -1.3% | +6.2% | +4.9% |
| 6M | -5.7% | -6.8% | +1.1% | -4.7% |
| YTD | +14.4% | +0.7% | +13.7% | +13.5% |
| 1Y | +8.7% | -11.2% | +20.0% | +10.9% |
| 3Y | +30.0% | +25.3% | +4.6% | +20.4% |
| 5Y | +28.4% | +37.3% | -9.0% | +14.4% |
| 10Y | +50.1% | +211.5% | -161.4% | +7.0% |
| All | +429.5% | +173.9% | +255.6% | +216.2% |
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 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