+3,038.3%
CLS vs XHB
+202.9%
+2,835.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +2.2% |
| 7D | +20.1% | -1.9% | +22.0% | +21.7% |
| 30D | +6.0% | -8.3% | +14.4% | +12.5% |
| 3M | -10.3% | -7.1% | -3.1% | -6.1% |
| 6M | +24.5% | -5.3% | +29.8% | +28.8% |
| YTD | +12.9% | -3.2% | +16.0% | +14.0% |
| 1Y | +36.7% | -13.9% | +50.5% | +48.9% |
| 3Y | +1,328.1% | +24.9% | +1,303.2% | +1,053.8% |
| 5Y | +3,682.3% | +34.5% | +3,647.8% | +2,738.1% |
| 10Y | +3,038.3% | +215.5% | +2,822.8% | +1,274.8% |
| All | +3,038.3% | +202.9% | +2,835.4% | +1,274.8% |
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