+64.0%
XBI vs CLS
+37.8%
+26.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.0% | -1.0% |
| 7D | -4.6% | +10.9% | -15.6% | -5.5% |
| 30D | -2.0% | +2.1% | -4.1% | -2.3% |
| 3M | +17.8% | -10.2% | +28.0% | +18.3% |
| 6M | +23.7% | +30.4% | -6.7% | +17.4% |
| YTD | +28.2% | +17.2% | +11.0% | +21.9% |
| 1Y | +64.0% | +41.0% | +22.9% | +52.7% |
| All | +64.0% | +37.8% | +26.1% | +52.7% |
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