+11.8%
CRM vs XBI
+99.0%
-87.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -4.4% | -4.6% | +0.2% | -3.1% |
| 30D | +28.1% | -2.0% | +30.1% | +28.7% |
| 3M | +48.8% | +17.8% | +31.0% | +40.7% |
| 6M | +28.3% | +23.7% | +4.5% | +18.3% |
| YTD | -6.0% | +28.2% | -34.2% | -14.8% |
| 1Y | +1.4% | +64.0% | -62.5% | -17.0% |
| 3Y | +11.8% | +99.4% | -87.6% | -19.6% |
| All | +11.8% | +99.0% | -87.1% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling