+20.8%
XBI vs CNH
+12.3%
+8.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.2% |
| 7D | -3.6% | +1.8% | -5.5% | -4.2% |
| 30D | +0.9% | +32.6% | -31.8% | -7.4% |
| 3M | +21.4% | +29.4% | -8.0% | +11.7% |
| 6M | +25.5% | +26.0% | -0.5% | +15.5% |
| YTD | +30.8% | +52.2% | -21.4% | +12.8% |
| 1Y | +68.6% | +23.9% | +44.7% | +54.9% |
| 3Y | +103.9% | +10.1% | +93.8% | +89.5% |
| 5Y | +20.8% | +13.2% | +7.6% | +5.9% |
| All | +20.8% | +12.3% | +8.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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