+103.5%
XBI vs CFG
+182.2%
-78.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | +0.9% | -4.5% | +5.4% | +2.4% |
| 3M | +21.4% | +6.3% | +15.1% | +18.0% |
| 6M | +25.5% | +20.6% | +4.9% | +16.2% |
| YTD | +30.8% | +21.2% | +9.6% | +20.3% |
| 1Y | +68.6% | +38.2% | +30.4% | +46.8% |
| All | +103.5% | +182.2% | -78.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 3y: compounded portfolio wealth divided by compounded CFG 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…
3y analysis · Full analysis span regression · 6 months rolling