+158.5%
XBI vs CSGP
+41.1%
+117.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | -0.9% | -5.1% | +4.2% | +1.2% |
| 30D | +2.9% | +0.3% | +2.6% | +2.3% |
| 3M | +26.2% | -9.1% | +35.3% | +29.1% |
| 6M | +30.7% | -37.3% | +68.0% | +55.4% |
| YTD | +32.9% | -54.9% | +87.8% | +79.3% |
| 1Y | +72.3% | -65.5% | +137.8% | +161.9% |
| 3Y | +107.2% | -63.3% | +170.4% | +196.4% |
| 5Y | +23.2% | -65.8% | +88.9% | +75.4% |
| 10Y | +158.5% | +40.1% | +118.4% | +67.3% |
| All | +158.5% | +41.1% | +117.4% | +67.3% |
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