+869.9%
XBI vs CL
+497.3%
+372.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.2% |
| 7D | -1.1% | +3.2% | -4.3% | -2.4% |
| 30D | +2.6% | +8.0% | -5.5% | -1.0% |
| 3M | -4.0% | +7.9% | -11.9% | -7.4% |
| 6M | +10.9% | +14.7% | -3.8% | +3.5% |
| YTD | +23.6% | +29.2% | -5.6% | +8.7% |
| 1Y | +35.1% | +29.5% | +5.6% | +18.6% |
| 3Y | +125.2% | +40.7% | +84.5% | +85.4% |
| 5Y | +19.7% | +43.9% | -24.1% | -4.3% |
| 10Y | +130.6% | +87.2% | +43.3% | +52.6% |
| All | +869.9% | +497.3% | +372.6% | +224.3% |
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