+139.4%
XBI vs CSGP
+65.4%
+74.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.8% | -7.1% | +5.3% | +0.9% |
| 30D | +3.2% | +3.6% | -0.4% | +0.3% |
| 3M | -1.1% | -2.7% | +1.6% | -2.4% |
| 6M | +16.1% | -8.0% | +24.2% | +15.5% |
| YTD | +28.3% | -55.0% | +83.3% | +69.7% |
| 1Y | +37.7% | -55.8% | +93.4% | +83.0% |
| 3Y | +134.9% | -62.0% | +196.9% | +224.1% |
| 5Y | +24.5% | -62.9% | +87.5% | +68.1% |
| 10Y | +139.4% | +62.6% | +76.8% | +43.3% |
| All | +139.4% | +65.4% | +74.0% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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