+869.9%
XBI vs CP
+1,165.1%
-295.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | -1.1% | +2.1% | -3.2% | -2.0% |
| 30D | +2.6% | +9.3% | -6.7% | -1.3% |
| 3M | -4.0% | +0.5% | -4.5% | -4.4% |
| 6M | +10.9% | +10.4% | +0.5% | +5.6% |
| YTD | +23.6% | +28.7% | -5.1% | +9.6% |
| 1Y | +35.1% | +33.2% | +1.9% | +18.0% |
| 3Y | +125.2% | +38.4% | +86.7% | +91.0% |
| 5Y | +19.7% | +26.2% | -6.5% | +4.2% |
| 10Y | +130.6% | +258.4% | -127.8% | +24.3% |
| All | +869.9% | +1,165.1% | -295.2% | +167.1% |
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