-16.0%
CBRS vs XBI
+24.5%
-40.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.3% |
| 7D | +15.7% | -0.9% | +16.6% | +16.3% |
| 30D | -11.9% | +2.9% | -14.8% | -13.1% |
| 3M | -16.0% | +26.2% | -42.2% | -6.7% |
| All | -16.0% | +24.5% | -40.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 3mo: compounded portfolio wealth divided by compounded XBI 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…
3mo analysis · Full analysis span regression · Available span rolling