+19.9%
XBI vs CMG
-4.8%
+24.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -4.6% | -2.1% | -2.6% | -4.0% |
| 30D | -2.0% | +10.9% | -12.9% | -5.3% |
| 3M | +17.8% | +15.8% | +1.9% | +10.6% |
| 6M | +23.7% | +6.9% | +16.8% | +19.0% |
| YTD | +28.2% | -2.2% | +30.4% | +26.8% |
| 1Y | +64.0% | -7.1% | +71.0% | +62.9% |
| 3Y | +99.4% | -7.1% | +106.5% | +77.2% |
| All | +19.9% | -4.8% | +24.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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