+943.2%
XBI vs CLF
-41.6%
+984.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.9% |
| 7D | -0.9% | +6.5% | -7.4% | -1.9% |
| 30D | +2.9% | +0.2% | +2.7% | +2.7% |
| 3M | +26.2% | -3.1% | +29.3% | +25.7% |
| 6M | +30.7% | +25.0% | +5.7% | +24.4% |
| YTD | +32.9% | -7.5% | +40.4% | +31.3% |
| 1Y | +72.3% | +11.5% | +60.7% | +63.2% |
| 3Y | +107.2% | -13.7% | +120.9% | +95.6% |
| 5Y | +23.2% | -47.0% | +70.1% | +21.5% |
| 10Y | +158.5% | +116.3% | +42.2% | +84.5% |
| All | +943.2% | -41.6% | +984.8% | +459.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling