+869.9%
XBI vs CLF
-39.9%
+909.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | -1.1% | +10.4% | -11.5% | -2.6% |
| 30D | +2.6% | +0.6% | +2.0% | +2.0% |
| 3M | -4.0% | +4.1% | -8.1% | -5.4% |
| 6M | +10.9% | +15.1% | -4.2% | +6.4% |
| YTD | +23.6% | -4.7% | +28.3% | +20.7% |
| 1Y | +35.1% | +20.4% | +14.7% | +27.0% |
| 3Y | +125.2% | -23.4% | +148.6% | +115.4% |
| 5Y | +19.7% | -43.3% | +63.0% | +16.6% |
| 10Y | +130.6% | +80.5% | +50.0% | +68.1% |
| All | +869.9% | -39.9% | +909.8% | +414.1% |
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