+926.8%
XBI vs CRL
+515.5%
+411.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -3.6% | -4.6% | +1.0% | -1.6% |
| 30D | +0.9% | +0.5% | +0.4% | +0.6% |
| 3M | +21.4% | +46.6% | -25.2% | +1.0% |
| 6M | +25.5% | +57.3% | -31.8% | -0.3% |
| YTD | +30.8% | +39.5% | -8.7% | +8.7% |
| 1Y | +68.6% | +76.9% | -8.3% | +24.2% |
| 3Y | +103.9% | +39.4% | +64.6% | +54.7% |
| 5Y | +20.8% | -37.2% | +57.9% | +30.5% |
| 10Y | +164.0% | +253.4% | -89.4% | +12.3% |
| All | +926.8% | +515.5% | +411.2% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling