+19.8%
XBI vs CRL
-38.6%
+58.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | -4.6% | -6.9% | +2.3% | -2.3% |
| 30D | -0.8% | -3.2% | +2.4% | +0.3% |
| 3M | +21.8% | +46.5% | -24.7% | +6.2% |
| 6M | +23.2% | +63.1% | -39.9% | +2.5% |
| YTD | +28.7% | +36.9% | -8.1% | +13.1% |
| 1Y | +67.8% | +78.1% | -10.3% | +33.1% |
| 3Y | +100.6% | +36.7% | +64.0% | +66.8% |
| 5Y | +19.8% | -38.1% | +57.9% | +16.9% |
| All | +19.8% | -38.6% | +58.4% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling