+955.3%
XBI vs CF
+5,714.0%
-4,758.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.3% |
| 7D | +0.9% | +6.0% | -5.1% | -0.4% |
| 30D | +7.1% | +14.8% | -7.8% | +3.7% |
| 3M | +22.9% | +14.1% | +8.8% | +18.9% |
| 6M | +29.7% | +28.5% | +1.2% | +19.8% |
| YTD | +34.5% | +74.9% | -40.5% | +15.4% |
| 1Y | +76.1% | +61.7% | +14.4% | +53.4% |
| 3Y | +103.2% | +80.3% | +22.9% | +68.9% |
| 5Y | +22.8% | +226.0% | -203.1% | -15.3% |
| 10Y | +176.3% | +569.9% | -393.6% | +51.8% |
| All | +955.3% | +5,714.0% | -4,758.6% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling