+107.2%
XBI vs CL
+28.9%
+78.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.9% | -1.4% | +0.5% | -0.8% |
| 30D | +2.9% | -5.2% | +8.1% | +3.3% |
| 3M | +26.2% | +3.3% | +22.9% | +25.6% |
| 6M | +30.7% | -4.4% | +35.1% | +31.1% |
| YTD | +32.9% | +13.9% | +19.0% | +30.8% |
| 1Y | +72.3% | +7.6% | +64.6% | +70.8% |
| 3Y | +107.2% | +29.6% | +77.6% | +90.1% |
| All | +107.2% | +28.9% | +78.3% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling