+943.2%
XBI vs CP
+1,121.9%
-178.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.9% | +2.4% | -3.3% | -1.9% |
| 30D | +2.9% | -0.5% | +3.4% | +3.0% |
| 3M | +26.2% | +1.4% | +24.8% | +24.9% |
| 6M | +30.7% | +10.3% | +20.4% | +24.5% |
| YTD | +32.9% | +24.3% | +8.6% | +19.8% |
| 1Y | +72.3% | +20.4% | +51.8% | +57.1% |
| 3Y | +107.2% | +21.8% | +85.4% | +85.7% |
| 5Y | +23.2% | +31.5% | -8.4% | +5.2% |
| 10Y | +158.5% | +223.2% | -64.7% | +45.6% |
| All | +943.2% | +1,121.9% | -178.7% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling