+926.8%
XBI vs CAG
+91.6%
+835.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -3.6% | -6.6% | +3.0% | -1.8% |
| 30D | +0.9% | +2.3% | -1.4% | +0.2% |
| 3M | +21.4% | +16.3% | +5.1% | +15.7% |
| 6M | +25.5% | -16.0% | +41.5% | +30.8% |
| YTD | +30.8% | -7.7% | +38.5% | +32.0% |
| 1Y | +68.6% | -16.0% | +84.6% | +74.5% |
| 3Y | +103.9% | -37.7% | +141.6% | +127.6% |
| 5Y | +20.8% | -41.2% | +62.0% | +35.0% |
| 10Y | +164.0% | -33.8% | +197.8% | +160.3% |
| All | +926.8% | +91.6% | +835.1% | +471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling