+31.8%
XHB vs CLBK
+41.8%
-10.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -5.2% | -1.4% | -3.9% | -4.8% |
| 30D | -12.1% | +4.5% | -16.7% | -13.5% |
| 3M | -6.2% | +22.8% | -29.0% | -12.8% |
| 6M | -6.7% | +43.4% | -50.1% | -17.6% |
| YTD | -5.5% | +64.1% | -69.6% | -20.4% |
| 1Y | -15.6% | +67.6% | -83.2% | -29.6% |
| 3Y | +22.0% | +53.3% | -31.3% | +2.9% |
| 5Y | +31.8% | +44.8% | -13.0% | +3.9% |
| All | +31.8% | +41.8% | -10.0% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling