-2.4%
CLX vs XHB
+217.9%
-220.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -4.9% | -1.9% | -3.0% | -4.5% |
| 30D | -15.8% | -8.3% | -7.5% | -14.3% |
| 3M | -7.9% | -7.1% | -0.8% | -6.5% |
| 6M | -19.0% | -5.3% | -13.8% | -18.2% |
| YTD | -7.9% | -3.2% | -4.7% | -7.4% |
| 1Y | -25.4% | -13.9% | -11.5% | -23.4% |
| 3Y | -35.0% | +24.9% | -59.9% | -38.4% |
| 5Y | -36.8% | +34.5% | -71.3% | -42.1% |
| All | -2.4% | +217.9% | -220.2% | -20.7% |
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