+3,641.2%
CLS vs XHB
+36.9%
+3,604.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.1% | +7.3% |
| 7D | +12.8% | +0.2% | +12.6% | +12.5% |
| 30D | +3.8% | -9.1% | +12.9% | +10.5% |
| 3M | -14.6% | -2.3% | -12.3% | -14.0% |
| 6M | +32.2% | -4.1% | +36.4% | +35.4% |
| YTD | +11.6% | -1.7% | +13.3% | +11.4% |
| 1Y | +35.1% | -15.1% | +50.2% | +48.4% |
| 3Y | +1,312.5% | +26.8% | +1,285.7% | +1,021.7% |
| All | +3,641.2% | +36.9% | +3,604.2% | +2,760.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling