+1,914.6%
CLS vs XHB
+237.3%
+1,677.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.9% |
| 7D | +16.3% | -0.2% | +16.5% | +16.4% |
| 30D | -25.7% | +9.9% | -35.6% | -31.5% |
| 3M | -30.9% | -6.3% | -24.6% | -28.6% |
| 6M | -35.5% | +3.8% | -39.3% | -38.5% |
| YTD | -18.7% | +0.1% | -18.8% | -20.9% |
| 1Y | -17.9% | -0.8% | -17.1% | -19.9% |
| 3Y | +838.1% | +35.6% | +802.5% | +602.8% |
| 5Y | +1,971.9% | +29.6% | +1,942.3% | +1,477.5% |
| All | +1,914.6% | +237.3% | +1,677.3% | +699.6% |
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