+481.0%
CF vs XHB
+248.4%
+232.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.7% |
| 7D | +4.8% | +1.2% | +3.6% | +3.8% |
| 30D | +9.7% | +8.9% | +0.8% | +5.2% |
| 3M | +1.2% | -4.2% | +5.4% | +2.0% |
| 6M | +7.4% | +1.4% | +6.0% | +4.0% |
| YTD | +60.5% | +1.2% | +59.3% | +52.2% |
| 1Y | +50.7% | -1.3% | +52.0% | +44.5% |
| 3Y | +64.8% | +36.6% | +28.2% | +23.8% |
| 5Y | +115.8% | +34.3% | +81.5% | +57.2% |
| 10Y | +481.0% | +241.1% | +240.0% | +97.0% |
| All | +481.0% | +248.4% | +232.6% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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