+526.9%
XBI vs CG
+341.4%
+185.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.3% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | +2.9% | -3.2% | +6.1% | +3.9% |
| 3M | +26.2% | +6.2% | +20.0% | +22.2% |
| 6M | +30.7% | -4.7% | +35.4% | +31.8% |
| YTD | +32.9% | -20.6% | +53.6% | +42.6% |
| 1Y | +72.3% | -26.4% | +98.6% | +89.1% |
| 3Y | +107.2% | +55.4% | +51.8% | +59.1% |
| 5Y | +23.2% | +9.8% | +13.3% | +5.5% |
| 10Y | +158.5% | +341.4% | -182.8% | +21.6% |
| All | +526.9% | +341.4% | +185.5% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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