+926.8%
XBI vs CLX
+168.5%
+758.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | -3.6% | -4.9% | +1.3% | -2.1% |
| 30D | +0.9% | -15.8% | +16.7% | +6.2% |
| 3M | +21.4% | -7.9% | +29.4% | +23.9% |
| 6M | +25.5% | -19.0% | +44.5% | +32.6% |
| YTD | +30.8% | -7.9% | +38.8% | +32.4% |
| 1Y | +68.6% | -25.4% | +93.9% | +81.9% |
| 3Y | +103.9% | -35.0% | +138.9% | +126.9% |
| 5Y | +20.8% | -36.8% | +57.5% | +32.0% |
| 10Y | +164.0% | -1.4% | +165.4% | +117.3% |
| All | +926.8% | +168.5% | +758.3% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling