+216.0%
XBI vs CFG
+396.4%
-180.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +0.9% | +1.5% | -0.7% | +0.3% |
| 30D | +7.1% | -3.8% | +10.9% | +8.4% |
| 3M | +22.9% | +11.5% | +11.4% | +17.9% |
| 6M | +29.7% | +19.2% | +10.5% | +21.4% |
| YTD | +34.5% | +23.7% | +10.8% | +23.8% |
| 1Y | +76.1% | +38.8% | +37.2% | +55.2% |
| 3Y | +103.2% | +178.9% | -75.7% | +37.1% |
| 5Y | +22.8% | +101.8% | -78.9% | -9.7% |
| 10Y | +176.3% | +317.3% | -141.0% | +30.0% |
| All | +216.0% | +396.4% | -180.4% | +39.1% |
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