+99.4%
XBI vs CAG
-39.7%
+139.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -4.6% | -5.7% | +1.0% | -4.1% |
| 30D | -2.0% | -2.4% | +0.4% | -1.8% |
| 3M | +17.8% | +9.8% | +8.0% | +16.7% |
| 6M | +23.7% | -10.8% | +34.6% | +26.0% |
| YTD | +28.2% | -10.8% | +39.0% | +30.0% |
| 1Y | +64.0% | -19.0% | +82.9% | +69.0% |
| 3Y | +99.4% | -39.7% | +139.1% | +107.3% |
| All | +99.4% | -39.7% | +139.1% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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