+167.5%
XHB vs CLBK
+65.5%
+102.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.6% | -1.5% | -3.2% | -4.0% |
| 30D | -9.1% | -1.0% | -8.1% | -8.8% |
| 3M | -8.6% | +22.9% | -31.5% | -16.9% |
| 6M | -4.0% | +44.2% | -48.2% | -18.8% |
| YTD | -3.9% | +64.0% | -67.9% | -23.6% |
| 1Y | -16.5% | +65.7% | -82.1% | -34.1% |
| 3Y | +22.6% | +54.1% | -31.5% | -2.8% |
| 5Y | +33.9% | +44.7% | -10.8% | +0.2% |
| All | +167.5% | +65.5% | +102.0% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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