+191.6%
XBI vs CFG
+358.5%
-166.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | -5.1% | -11.5% | +6.4% | -1.2% |
| 6M | +12.2% | +6.2% | +6.0% | +9.2% |
| YTD | +24.1% | +14.3% | +9.9% | +17.4% |
| 1Y | +33.1% | +26.7% | +6.3% | +21.3% |
| 3Y | +127.3% | +187.8% | -60.5% | +52.1% |
| 5Y | +20.2% | +61.3% | -41.1% | -4.4% |
| 10Y | +131.6% | +217.2% | -85.6% | +24.6% |
| All | +191.6% | +358.5% | -166.8% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling