+910.8%
XBI vs CSGP
+519.1%
+391.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.2% |
| 7D | +3.2% | -1.8% | +5.0% | +3.9% |
| 30D | +2.0% | +5.3% | -3.3% | -1.5% |
| 3M | -0.3% | +3.3% | -3.6% | -4.0% |
| 6M | +16.6% | -4.7% | +21.3% | +14.2% |
| YTD | +28.8% | -53.5% | +82.3% | +65.9% |
| 1Y | +44.6% | -53.7% | +98.3% | +86.1% |
| 3Y | +137.1% | -59.7% | +196.9% | +215.0% |
| 5Y | +22.8% | -62.5% | +85.2% | +64.1% |
| 10Y | +149.4% | +67.3% | +82.2% | +71.4% |
| All | +910.8% | +519.1% | +391.7% | +282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling