+149.4%
XBI vs CSGP
+72.5%
+76.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.2% |
| 7D | +3.2% | -1.8% | +5.0% | +3.8% |
| 30D | +2.0% | +5.3% | -3.3% | -1.4% |
| 3M | -0.3% | +3.3% | -3.6% | -3.8% |
| 6M | +16.6% | -4.7% | +21.3% | +14.4% |
| YTD | +28.8% | -53.5% | +82.3% | +68.3% |
| 1Y | +44.6% | -53.7% | +98.3% | +88.8% |
| 3Y | +137.1% | -59.7% | +196.9% | +219.0% |
| 5Y | +22.8% | -62.5% | +85.2% | +65.2% |
| 10Y | +149.4% | +67.3% | +82.2% | +52.0% |
| All | +149.4% | +72.5% | +76.9% | +52.0% |
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