+898.9%
XBI vs CL
+487.9%
+411.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +0.1% | +2.6% | -2.5% | -1.0% |
| 30D | +0.8% | +11.8% | -10.9% | -4.1% |
| 3M | -1.9% | +5.9% | -7.8% | -4.6% |
| 6M | +15.2% | +13.3% | +1.9% | +8.1% |
| YTD | +27.3% | +27.1% | +0.2% | +12.8% |
| 1Y | +41.5% | +28.0% | +13.5% | +24.8% |
| 3Y | +133.1% | +39.4% | +93.7% | +92.6% |
| 5Y | +23.7% | +40.8% | -17.1% | -0.2% |
| 10Y | +139.0% | +84.9% | +54.1% | +58.9% |
| All | +898.9% | +487.9% | +411.1% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling