+154.8%
XBI vs CF
+622.2%
-467.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.1% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | +0.9% | +14.3% | -13.4% | -1.9% |
| 3M | +21.4% | +27.9% | -6.4% | +15.1% |
| 6M | +25.5% | +25.5% | 0.0% | +17.0% |
| YTD | +30.8% | +81.2% | -50.3% | +11.3% |
| 1Y | +68.6% | +66.5% | +2.1% | +45.8% |
| 3Y | +103.9% | +76.7% | +27.3% | +69.6% |
| 5Y | +20.8% | +237.8% | -217.1% | -22.0% |
| All | +154.8% | +622.2% | -467.4% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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