+149.7%
XBI vs CL
+54.0%
+95.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -4.6% | -2.2% | -2.4% | -4.1% |
| 30D | -2.0% | -6.0% | +4.0% | -0.5% |
| 3M | +17.8% | -2.3% | +20.1% | +18.2% |
| 6M | +23.7% | -2.0% | +25.7% | +23.8% |
| YTD | +28.2% | +11.8% | +16.4% | +23.4% |
| 1Y | +64.0% | +5.8% | +58.1% | +60.0% |
| 3Y | +99.4% | +25.9% | +73.5% | +81.4% |
| 5Y | +19.3% | +26.9% | -7.6% | +7.0% |
| All | +149.7% | +54.0% | +95.7% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling