+106.7%
XBI vs CP
+21.1%
+85.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.9% | +2.4% | -3.3% | -1.8% |
| 30D | +2.9% | -0.5% | +3.4% | +3.0% |
| 3M | +26.2% | +1.4% | +24.8% | +25.1% |
| 6M | +30.7% | +10.3% | +20.4% | +24.8% |
| YTD | +32.9% | +24.3% | +8.6% | +20.4% |
| 1Y | +72.3% | +20.4% | +51.8% | +58.0% |
| All | +106.7% | +21.1% | +85.6% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling