+64.0%
XBI vs CAI
-26.7%
+90.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -4.6% | -2.9% | -1.7% | -4.3% |
| 30D | -2.0% | +9.3% | -11.3% | -3.3% |
| 3M | +17.8% | +35.2% | -17.4% | +12.5% |
| 6M | +23.7% | +30.7% | -7.0% | +17.2% |
| YTD | +28.2% | -9.8% | +38.0% | +25.9% |
| 1Y | +64.0% | -28.9% | +92.8% | +63.8% |
| All | +64.0% | -26.7% | +90.7% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling