+100.2%
XBI vs CLS
+1,271.7%
-1,171.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | -4.6% | +5.0% | -9.6% | -5.2% |
| 30D | -0.8% | +4.8% | -5.6% | -1.6% |
| 3M | +21.8% | -10.4% | +32.2% | +22.3% |
| 6M | +23.2% | +20.8% | +2.4% | +17.2% |
| YTD | +28.7% | +10.0% | +18.7% | +23.1% |
| 1Y | +67.8% | +28.5% | +39.2% | +55.2% |
| All | +100.2% | +1,271.7% | -1,171.5% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling