+178.7%
XHB vs CRL
+538.0%
-359.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.6% |
| 7D | -1.3% | -1.0% | -0.3% | -0.9% |
| 30D | -6.9% | +10.7% | -17.5% | -10.9% |
| 3M | -1.3% | +55.3% | -56.5% | -18.5% |
| 6M | -6.8% | +60.7% | -67.4% | -25.4% |
| YTD | +0.7% | +44.6% | -43.9% | -16.4% |
| 1Y | -11.2% | +77.7% | -89.0% | -33.2% |
| 3Y | +25.3% | +37.6% | -12.3% | -2.0% |
| 5Y | +37.3% | -35.8% | +73.1% | +45.8% |
| 10Y | +211.5% | +241.7% | -30.2% | +43.9% |
| All | +178.7% | +538.0% | -359.3% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling