+19.8%
XBI vs CFG
+96.1%
-76.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -4.6% | -1.7% | -2.9% | -4.0% |
| 30D | -0.8% | -4.6% | +3.8% | +0.8% |
| 3M | +21.8% | +7.9% | +13.9% | +17.9% |
| 6M | +23.2% | +19.9% | +3.3% | +14.6% |
| YTD | +28.7% | +21.7% | +7.0% | +18.6% |
| 1Y | +67.8% | +38.4% | +29.3% | +46.8% |
| 3Y | +100.6% | +187.0% | -86.4% | +29.7% |
| 5Y | +19.8% | +99.5% | -79.7% | -12.2% |
| All | +19.8% | +96.1% | -76.3% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling