+880.6%
XBI vs CF
+5,105.3%
-4,224.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -2.4% | -3.2% | +0.8% | -1.9% |
| 30D | +1.3% | +4.3% | -3.0% | +0.1% |
| 3M | -1.5% | +2.8% | -4.3% | -2.7% |
| 6M | +10.7% | +0.6% | +10.0% | +9.1% |
| YTD | +25.0% | +56.6% | -31.7% | +9.3% |
| 1Y | +39.9% | +49.6% | -9.7% | +23.5% |
| 3Y | +119.2% | +61.5% | +57.7% | +86.1% |
| 5Y | +16.6% | +124.0% | -107.3% | -12.3% |
| 10Y | +181.3% | +573.2% | -391.9% | +53.7% |
| All | +880.6% | +5,105.3% | -4,224.7% | +170.0% |
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