+31.8%
CLX vs XHB
+237.3%
-205.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +1.0% |
| 7D | +9.5% | -0.2% | +9.7% | +9.6% |
| 30D | +30.7% | +9.9% | +20.8% | +28.0% |
| 3M | +4.2% | -6.3% | +10.5% | +5.6% |
| 6M | +22.1% | +3.8% | +18.3% | +21.1% |
| YTD | +14.1% | +0.1% | +13.9% | +13.9% |
| 1Y | +10.3% | -0.8% | +11.1% | +10.3% |
| 3Y | -7.8% | +35.6% | -43.4% | -14.0% |
| 5Y | -20.8% | +29.6% | -50.4% | -27.3% |
| All | +31.8% | +237.3% | -205.5% | +2.3% |
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