-43.8%
CLF vs XHB
+182.7%
-226.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.6% | +3.4% | +3.8% |
| 7D | -14.1% | +1.3% | -15.4% | -15.4% |
| 30D | -5.5% | +11.8% | -17.4% | -15.6% |
| 3M | 0.0% | -3.8% | +3.8% | +1.7% |
| 6M | +11.3% | +4.1% | +7.2% | +5.0% |
| YTD | -7.7% | +4.0% | -11.6% | -13.2% |
| 1Y | +17.5% | +1.6% | +16.0% | +12.5% |
| 3Y | -25.4% | +43.2% | -68.6% | -48.6% |
| 5Y | -46.0% | +35.8% | -81.8% | -61.6% |
| 10Y | +80.1% | +259.3% | -179.2% | -43.9% |
| All | -43.8% | +182.7% | -226.5% | -84.1% |
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