-29.6%
CLS vs XHB
+5.8%
-35.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.4% | -14.5% | -11.1% |
| 7D | -21.1% | +9.7% | -30.9% | -24.7% |
| 30D | -38.2% | +11.7% | -49.9% | -41.6% |
| 3M | -36.3% | -1.4% | -34.9% | -35.4% |
| 6M | -43.8% | +6.8% | -50.6% | -46.0% |
| YTD | -20.0% | +5.5% | -25.5% | -23.9% |
| 1Y | -29.6% | +5.1% | -34.7% | -33.2% |
| All | -29.6% | +5.8% | -35.4% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling