+173.7%
XHB vs CLBK
+66.9%
+106.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +0.2% | +1.1% | -0.9% | -0.3% |
| 30D | -9.1% | +7.8% | -16.8% | -12.2% |
| 3M | -2.3% | +23.9% | -26.2% | -11.5% |
| 6M | -4.1% | +42.3% | -46.4% | -18.4% |
| YTD | -1.7% | +65.4% | -67.1% | -22.1% |
| 1Y | -15.1% | +70.3% | -85.4% | -33.9% |
| 3Y | +26.8% | +54.5% | -27.6% | +0.4% |
| 5Y | +37.3% | +43.1% | -5.8% | +3.7% |
| All | +173.7% | +66.9% | +106.8% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling