+223.8%
CLX vs XHB
+175.0%
+48.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +7.8% | -4.1% | +11.9% | +8.7% |
| 30D | +28.5% | +9.6% | +18.9% | +26.0% |
| 3M | +1.3% | -6.0% | +7.3% | +2.7% |
| 6M | +23.4% | +2.2% | +21.2% | +22.7% |
| YTD | +11.4% | +1.1% | +10.2% | +10.9% |
| 1Y | +6.9% | -1.7% | +8.6% | +7.1% |
| 3Y | -9.8% | +36.5% | -46.2% | -16.6% |
| 5Y | -22.7% | +33.5% | -56.1% | -29.3% |
| 10Y | +28.7% | +240.9% | -212.2% | -6.3% |
| All | +223.8% | +175.0% | +48.8% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling