+47.9%
XBI vs CLS
-28.7%
+76.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.1% | +11.7% | +3.4% |
| 7D | +1.0% | -21.1% | +22.2% | +3.0% |
| 30D | +1.9% | -38.2% | +40.1% | +5.6% |
| 3M | +4.8% | -36.3% | +41.1% | +8.1% |
| 6M | +19.3% | -43.8% | +63.1% | +23.5% |
| YTD | +30.6% | -20.0% | +50.6% | +27.0% |
| 1Y | +47.9% | -29.6% | +77.5% | +44.9% |
| All | +47.9% | -28.7% | +76.6% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling