+149.7%
XBI vs CAH
+294.8%
-145.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -4.6% | -5.1% | +0.5% | -3.1% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | +17.8% | +6.3% | +11.5% | +15.4% |
| 6M | +23.7% | +9.4% | +14.3% | +19.8% |
| YTD | +28.2% | +15.0% | +13.3% | +21.7% |
| 1Y | +64.0% | +55.4% | +8.5% | +40.1% |
| 3Y | +99.4% | +173.8% | -74.4% | +38.2% |
| 5Y | +19.3% | +395.2% | -375.9% | -34.2% |
| All | +149.7% | +294.8% | -145.1% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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