+149.7%
XBI vs CRL
+256.1%
-106.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.2% |
| 7D | -4.6% | -3.5% | -1.1% | -3.2% |
| 30D | -2.0% | -2.1% | +0.1% | -1.1% |
| 3M | +17.8% | +48.0% | -30.2% | -1.5% |
| 6M | +23.7% | +64.7% | -41.0% | -2.5% |
| YTD | +28.2% | +39.5% | -11.3% | +7.6% |
| 1Y | +64.0% | +74.2% | -10.2% | +23.3% |
| 3Y | +99.4% | +39.4% | +60.0% | +53.8% |
| 5Y | +19.3% | -36.9% | +56.2% | +34.7% |
| All | +149.7% | +256.1% | -106.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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