+943.2%
XBI vs CLS
+3,147.7%
-2,204.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.8% | -2.4% |
| 7D | -0.9% | +12.8% | -13.7% | -3.7% |
| 30D | +2.9% | +3.8% | -0.9% | +1.5% |
| 3M | +26.2% | -14.6% | +40.8% | +28.2% |
| 6M | +30.7% | +32.2% | -1.5% | +17.9% |
| YTD | +32.9% | +11.6% | +21.3% | +23.0% |
| 1Y | +72.3% | +35.1% | +37.2% | +49.6% |
| 3Y | +107.2% | +1,312.5% | -1,205.4% | -8.6% |
| 5Y | +23.2% | +3,542.1% | -3,518.9% | -58.5% |
| 10Y | +158.5% | +2,944.0% | -2,785.5% | -16.9% |
| All | +943.2% | +3,147.7% | -2,204.5% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling