+149.7%
XBI vs CLF
+133.3%
+16.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | -4.6% | -3.5% | -1.1% | -4.0% |
| 30D | -2.0% | -1.6% | -0.5% | -1.9% |
| 3M | +17.8% | -12.0% | +29.8% | +19.5% |
| 6M | +23.7% | +30.0% | -6.2% | +15.7% |
| YTD | +28.2% | -9.2% | +37.4% | +26.7% |
| 1Y | +64.0% | +2.3% | +61.7% | +55.8% |
| 3Y | +99.4% | -14.4% | +113.8% | +85.4% |
| 5Y | +19.3% | -48.3% | +67.7% | +17.6% |
| All | +149.7% | +133.3% | +16.4% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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