+132.6%
XBI vs CL
+84.9%
+47.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | +3.2% | +9.5% | -6.3% | +0.6% |
| 3M | -1.1% | +6.8% | -7.9% | -3.0% |
| 6M | +16.1% | +14.3% | +1.8% | +11.4% |
| YTD | +28.3% | +27.0% | +1.3% | +19.0% |
| 1Y | +37.7% | +26.3% | +11.4% | +27.8% |
| 3Y | +134.9% | +39.3% | +95.7% | +107.5% |
| 5Y | +24.5% | +41.5% | -17.0% | +8.1% |
| All | +132.6% | +84.9% | +47.8% | +82.8% |
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