-33.6%
CLX vs XHB
+26.5%
-60.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -0.9% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | -11.9% | -9.1% | -2.8% | -9.6% |
| 3M | -2.6% | -2.3% | -0.3% | -1.9% |
| 6M | -18.2% | -4.1% | -14.0% | -17.4% |
| YTD | -5.9% | -1.7% | -4.2% | -5.5% |
| 1Y | -23.8% | -15.1% | -8.7% | -21.4% |
| 3Y | -33.6% | +26.8% | -60.4% | -39.3% |
| All | -33.6% | +26.5% | -60.0% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling