+68.1%
XBI vs CEG
+678.4%
-610.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.6% | -4.8% | +0.1% | -4.0% |
| 30D | -2.0% | +2.3% | -4.3% | -2.3% |
| 3M | +17.8% | +15.6% | +2.2% | +15.2% |
| 6M | +23.7% | -5.0% | +28.7% | +23.8% |
| YTD | +28.2% | -19.0% | +47.3% | +30.7% |
| 1Y | +64.0% | -10.0% | +73.9% | +63.7% |
| 3Y | +99.4% | +163.9% | -64.5% | +46.5% |
| All | +68.1% | +678.4% | -610.3% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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