+907.0%
XBI vs CLF
-37.6%
+944.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | -1.8% | +2.3% | -4.1% | -2.1% |
| 30D | +3.2% | +1.9% | +1.3% | +2.4% |
| 3M | -1.1% | +5.9% | -7.0% | -2.8% |
| 6M | +16.1% | +16.9% | -0.8% | +11.2% |
| YTD | +28.3% | -1.1% | +29.4% | +24.6% |
| 1Y | +37.7% | +28.8% | +8.9% | +28.0% |
| 3Y | +134.9% | -20.6% | +155.6% | +123.5% |
| 5Y | +24.5% | -41.5% | +66.1% | +20.7% |
| 10Y | +139.4% | +87.5% | +51.9% | +73.6% |
| All | +907.0% | -37.6% | +944.6% | +430.7% |
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 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