+64.0%
XBI vs CME
+9.8%
+54.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.3% |
| 7D | -4.6% | -1.6% | -3.1% | -4.9% |
| 30D | -2.0% | +5.6% | -7.6% | -1.3% |
| 3M | +17.8% | +5.6% | +12.2% | +19.6% |
| 6M | +23.7% | -8.3% | +32.0% | +24.6% |
| YTD | +28.2% | +4.3% | +23.9% | +28.0% |
| 1Y | +64.0% | +9.1% | +54.9% | +64.8% |
| All | +64.0% | +9.8% | +54.2% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling