+149.7%
XBI vs CLS
+3,169.3%
-3,019.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.0% | -1.6% |
| 7D | -4.6% | +10.9% | -15.6% | -6.6% |
| 30D | -2.0% | +2.1% | -4.1% | -2.8% |
| 3M | +17.8% | -10.2% | +28.0% | +18.3% |
| 6M | +23.7% | +30.4% | -6.7% | +13.1% |
| YTD | +28.2% | +17.2% | +11.0% | +18.5% |
| 1Y | +64.0% | +41.0% | +22.9% | +43.0% |
| 3Y | +99.4% | +1,338.0% | -1,238.6% | -10.1% |
| 5Y | +19.3% | +3,860.6% | -3,841.2% | -60.0% |
| All | +149.7% | +3,169.3% | -3,019.6% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling