-16.5%
XHB vs CLBK
+68.0%
-84.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.6% | -1.5% | -3.2% | -4.2% |
| 30D | -9.1% | -1.0% | -8.1% | -8.9% |
| 3M | -8.6% | +22.9% | -31.5% | -15.8% |
| 6M | -4.0% | +44.2% | -48.2% | -16.9% |
| YTD | -3.9% | +64.0% | -67.9% | -20.7% |
| 1Y | -16.5% | +65.7% | -82.1% | -32.0% |
| All | -16.5% | +68.0% | -84.4% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling