+20.8%
XBI vs CL
+27.0%
-6.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | -3.6% | -2.3% | -1.3% | -3.3% |
| 30D | +0.9% | -5.5% | +6.4% | +1.6% |
| 3M | +21.4% | +0.8% | +20.6% | +21.1% |
| 6M | +25.5% | -4.2% | +29.7% | +26.0% |
| YTD | +30.8% | +13.4% | +17.4% | +27.9% |
| 1Y | +68.6% | +7.1% | +61.5% | +66.3% |
| 3Y | +103.9% | +29.0% | +74.9% | +91.2% |
| 5Y | +20.8% | +28.3% | -7.5% | +11.4% |
| All | +20.8% | +27.0% | -6.3% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling