+1,929.4%
CLS vs XHB
+241.7%
+1,687.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.5% |
| 7D | +2.8% | -4.1% | +6.9% | +6.2% |
| 30D | -30.1% | +9.6% | -39.7% | -35.3% |
| 3M | -21.7% | -6.0% | -15.7% | -19.3% |
| 6M | -36.2% | +2.2% | -38.4% | -38.4% |
| YTD | -17.8% | +1.1% | -19.0% | -20.5% |
| 1Y | -26.8% | -1.7% | -25.1% | -27.8% |
| 3Y | +853.4% | +36.5% | +816.9% | +612.1% |
| 5Y | +2,005.0% | +33.5% | +1,971.6% | +1,469.1% |
| 10Y | +1,929.4% | +240.9% | +1,688.5% | +702.0% |
| All | +1,929.4% | +241.7% | +1,687.7% | +702.0% |
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