+150.7%
XBI vs CP
+230.5%
-79.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -4.6% | -2.7% | -1.9% | -3.4% |
| 30D | -0.8% | -3.4% | +2.6% | +0.6% |
| 3M | +21.8% | -0.6% | +22.5% | +21.6% |
| 6M | +23.2% | +6.3% | +16.9% | +18.8% |
| YTD | +28.7% | +21.2% | +7.6% | +16.3% |
| 1Y | +67.8% | +20.0% | +47.7% | +52.0% |
| 3Y | +100.6% | +18.7% | +81.9% | +79.7% |
| 5Y | +19.8% | +34.8% | -14.9% | -0.9% |
| All | +150.7% | +230.5% | -79.8% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling