+906.3%
XBI vs CMI
+3,376.8%
-2,470.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -4.6% | -0.7% | -3.9% | -4.4% |
| 30D | -2.0% | -12.4% | +10.4% | +2.4% |
| 3M | +17.8% | -14.8% | +32.6% | +23.6% |
| 6M | +23.7% | +0.8% | +22.9% | +22.0% |
| YTD | +28.2% | +10.2% | +18.0% | +22.2% |
| 1Y | +64.0% | +37.4% | +26.5% | +44.4% |
| 3Y | +99.4% | +153.3% | -53.9% | +41.4% |
| 5Y | +19.3% | +167.6% | -148.3% | -17.5% |
| 10Y | +158.7% | +514.4% | -355.6% | +32.9% |
| All | +906.3% | +3,376.8% | -2,470.5% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling