+125.2%
XBI vs CSGP
-60.9%
+186.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | -1.1% | +1.3% | -2.4% | -1.3% |
| 30D | +2.6% | +2.8% | -0.2% | +1.4% |
| 3M | -4.0% | -6.3% | +2.3% | -3.5% |
| 6M | +10.9% | -3.2% | +14.1% | +10.0% |
| YTD | +23.6% | -54.0% | +77.5% | +49.0% |
| 1Y | +35.1% | -54.8% | +89.9% | +63.7% |
| 3Y | +125.2% | -60.6% | +185.8% | +171.8% |
| All | +125.2% | -60.9% | +186.1% | +171.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling