+19.9%
XBI vs CLX
-38.5%
+58.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.2% |
| 3M | +17.8% | -9.7% | +27.5% | +19.6% |
| 6M | +23.7% | -19.8% | +43.6% | +28.3% |
| YTD | +28.2% | -9.8% | +38.1% | +29.8% |
| 1Y | +64.0% | -26.2% | +90.1% | +72.4% |
| 3Y | +99.4% | -36.2% | +135.6% | +113.5% |
| All | +19.9% | -38.5% | +58.5% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling