+906.3%
XBI vs CRH
+434.0%
+472.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -4.6% | -6.1% | +1.4% | -2.5% |
| 30D | -2.0% | -9.3% | +7.3% | +1.3% |
| 3M | +17.8% | -15.2% | +33.0% | +24.2% |
| 6M | +23.7% | -14.2% | +37.9% | +29.5% |
| YTD | +28.2% | -28.3% | +56.5% | +42.3% |
| 1Y | +64.0% | -21.8% | +85.7% | +76.0% |
| 3Y | +99.4% | +71.6% | +27.8% | +58.7% |
| 5Y | +19.3% | +96.6% | -77.3% | -10.8% |
| 10Y | +158.7% | +253.8% | -95.1% | +52.7% |
| All | +906.3% | +434.0% | +472.3% | +350.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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