+99.4%
XBI vs CLX
-36.5%
+135.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -4.6% | -5.7% | +1.0% | -3.7% |
| 30D | -2.0% | -17.0% | +15.0% | +1.1% |
| 3M | +17.8% | -9.7% | +27.5% | +19.6% |
| 6M | +23.7% | -19.8% | +43.6% | +28.7% |
| YTD | +28.2% | -9.8% | +38.1% | +29.9% |
| 1Y | +64.0% | -26.2% | +90.1% | +73.2% |
| 3Y | +99.4% | -36.2% | +135.6% | +89.9% |
| All | +99.4% | -36.5% | +135.9% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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