+238.9%
CRM vs XBI
+160.4%
+78.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -4.4% | -4.6% | +0.2% | -2.2% |
| 30D | +28.1% | -2.0% | +30.1% | +29.1% |
| 3M | +48.8% | +17.8% | +31.0% | +36.0% |
| 6M | +28.3% | +23.7% | +4.5% | +13.0% |
| YTD | -6.0% | +28.2% | -34.2% | -19.1% |
| 1Y | +1.4% | +64.0% | -62.5% | -23.5% |
| 3Y | +11.8% | +99.4% | -87.6% | -26.2% |
| 5Y | -2.0% | +19.3% | -21.4% | -17.6% |
| All | +238.9% | +160.4% | +78.5% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling