+74.3%
XBI vs CEG
+717.5%
-643.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -0.9% | +6.7% | -7.6% | -1.8% |
| 30D | +2.9% | +11.0% | -8.1% | +1.4% |
| 3M | +26.2% | +19.5% | +6.7% | +22.9% |
| 6M | +30.7% | -5.9% | +36.6% | +31.0% |
| YTD | +32.9% | -15.0% | +47.9% | +34.6% |
| 1Y | +72.3% | +0.6% | +71.6% | +69.1% |
| 3Y | +107.2% | +180.6% | -73.4% | +50.7% |
| All | +74.3% | +717.5% | -643.2% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling