+120.3%
CLF vs XHB
+210.4%
-90.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | +0.1% |
| 7D | -3.7% | -5.2% | +1.6% | +1.4% |
| 30D | -4.7% | -12.1% | +7.5% | +7.5% |
| 3M | -4.7% | -6.2% | +1.5% | +0.2% |
| 6M | +24.0% | -6.7% | +30.7% | +30.6% |
| YTD | -10.9% | -5.5% | -5.5% | -7.6% |
| 1Y | +4.0% | -15.6% | +19.7% | +19.8% |
| 3Y | -16.9% | +22.0% | -38.9% | -35.6% |
| 5Y | -49.3% | +31.8% | -81.1% | -64.4% |
| All | +120.3% | +210.4% | -90.1% | -43.3% |
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