+880.6%
XBI vs CSGP
+505.4%
+375.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.7% | +7.2% | +4.4% |
| 7D | -2.4% | +1.3% | -3.7% | -3.1% |
| 30D | +1.3% | +10.7% | -9.4% | -4.4% |
| 3M | -1.5% | +3.3% | -4.8% | -5.1% |
| 6M | +10.7% | -10.3% | +21.0% | +10.9% |
| YTD | +25.0% | -54.6% | +79.5% | +62.3% |
| 1Y | +39.9% | -54.6% | +94.5% | +81.4% |
| 3Y | +119.2% | -60.3% | +179.5% | +192.7% |
| 5Y | +16.6% | -63.3% | +79.9% | +57.3% |
| 10Y | +181.3% | +66.5% | +114.8% | +93.7% |
| All | +880.6% | +505.4% | +375.2% | +274.1% |
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