+36.6%
XHB vs CRL
+102.9%
-66.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.1% |
| 7D | +1.2% | -1.7% | +2.9% | +1.4% |
| 30D | +8.9% | +14.6% | -5.7% | +4.3% |
| 3M | -4.2% | +24.8% | -29.0% | -10.4% |
| 6M | +1.4% | +94.7% | -93.3% | -16.6% |
| YTD | +1.2% | +73.4% | -72.1% | -14.9% |
| 1Y | -1.3% | +104.7% | -105.9% | -21.0% |
| 3Y | +36.6% | +101.1% | -64.5% | +2.2% |
| All | +36.6% | +102.9% | -66.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling