-47.5%
CLF vs XHB
+172.9%
-220.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +3.0% |
| 7D | -19.6% | +1.3% | -20.9% | -21.0% |
| 30D | -5.0% | +7.8% | -12.8% | -12.4% |
| 3M | -6.3% | -5.5% | -0.8% | -3.4% |
| 6M | +2.8% | -2.6% | +5.4% | +2.9% |
| YTD | -13.7% | +0.4% | -14.1% | -16.4% |
| 1Y | +13.6% | -1.0% | +14.6% | +11.1% |
| 3Y | -34.0% | +37.3% | -71.3% | -52.9% |
| 5Y | -48.7% | +33.7% | -82.5% | -63.1% |
| 10Y | +113.4% | +256.9% | -143.4% | -33.0% |
| All | -47.5% | +172.9% | -220.4% | -84.7% |
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