+28.5%
CLS vs XHB
-16.2%
+44.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.4% |
| 7D | +5.0% | -5.2% | +10.2% | +7.5% |
| 30D | +4.8% | -12.1% | +16.9% | +11.2% |
| 3M | -10.4% | -6.2% | -4.2% | -8.2% |
| 6M | +20.8% | -6.7% | +27.5% | +21.6% |
| YTD | +10.0% | -5.5% | +15.5% | +12.0% |
| 1Y | +28.5% | -15.6% | +44.2% | +29.4% |
| All | +28.5% | -16.2% | +44.7% | +29.4% |
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