+20.8%
XBI vs CLF
-47.6%
+68.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.3% |
| 7D | -3.6% | -2.7% | -1.0% | -3.2% |
| 30D | +0.9% | -3.2% | +4.1% | +1.3% |
| 3M | +21.4% | -5.0% | +26.4% | +21.4% |
| 6M | +25.5% | +26.6% | -1.1% | +18.2% |
| YTD | +30.8% | -9.0% | +39.8% | +29.3% |
| 1Y | +68.6% | +11.8% | +56.7% | +57.2% |
| 3Y | +103.9% | -15.1% | +119.0% | +89.7% |
| 5Y | +20.8% | -48.2% | +69.0% | +20.7% |
| All | +20.8% | -47.6% | +68.4% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling