+20.2%
XBI vs CFG
+61.9%
-41.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +1.9% | +1.6% | +0.3% | +1.3% |
| 30D | +3.0% | +3.3% | -0.3% | +1.8% |
| 3M | -5.1% | -11.5% | +6.4% | -1.0% |
| 6M | +12.2% | +6.2% | +6.0% | +8.9% |
| YTD | +24.1% | +14.3% | +9.9% | +16.8% |
| 1Y | +33.1% | +26.7% | +6.3% | +20.3% |
| 3Y | +127.3% | +187.8% | -60.5% | +46.2% |
| 5Y | +20.2% | +61.3% | -41.1% | -3.5% |
| All | +20.2% | +61.9% | -41.6% | -3.5% |
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