+19.9%
XBI vs CMI
+164.8%
-144.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | -4.6% | -0.7% | -3.9% | -4.4% |
| 30D | -2.0% | -12.4% | +10.4% | +3.6% |
| 3M | +17.8% | -14.8% | +32.6% | +25.0% |
| 6M | +23.7% | +0.8% | +22.9% | +20.3% |
| YTD | +28.2% | +10.2% | +18.0% | +18.7% |
| 1Y | +64.0% | +37.4% | +26.5% | +35.5% |
| 3Y | +99.4% | +153.3% | -53.9% | +16.6% |
| All | +19.9% | +164.8% | -144.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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