+26.8%
XHB vs CRL
+37.9%
-11.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.7% |
| 7D | +0.2% | -0.6% | +0.7% | +0.3% |
| 30D | -9.1% | +5.0% | -14.0% | -10.3% |
| 3M | -2.3% | +50.6% | -52.9% | -13.1% |
| 6M | -4.1% | +60.9% | -65.1% | -17.0% |
| YTD | -1.7% | +40.7% | -42.5% | -12.1% |
| 1Y | -15.1% | +73.3% | -88.4% | -28.9% |
| 3Y | +26.8% | +40.6% | -13.7% | +10.0% |
| All | +26.8% | +37.9% | -11.1% | +10.0% |
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