+80.1%
CLF vs XHB
+271.6%
-191.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.6% | +3.4% | +3.7% |
| 7D | -14.1% | +1.3% | -15.4% | -15.5% |
| 30D | -5.5% | +11.8% | -17.4% | -16.0% |
| 3M | 0.0% | -3.8% | +3.8% | +1.9% |
| 6M | +11.3% | +4.1% | +7.2% | +4.7% |
| YTD | -7.7% | +4.0% | -11.6% | -13.6% |
| 1Y | +17.5% | +1.6% | +16.0% | +12.1% |
| 3Y | -25.4% | +43.2% | -68.6% | -50.9% |
| 5Y | -46.0% | +35.8% | -81.8% | -63.1% |
| 10Y | +80.1% | +259.3% | -179.2% | -53.8% |
| All | +80.1% | +271.6% | -191.5% | -53.8% |
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