+568.0%
CF vs XHB
+252.6%
+315.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | -3.2% | +1.3% | -4.5% | -4.1% |
| 30D | +4.3% | +7.8% | -3.5% | +0.5% |
| 3M | +2.8% | -5.5% | +8.3% | +4.2% |
| 6M | +0.6% | -2.6% | +3.2% | -0.7% |
| YTD | +56.6% | +0.4% | +56.3% | +49.1% |
| 1Y | +49.6% | -1.0% | +50.6% | +43.2% |
| 3Y | +61.5% | +37.3% | +24.2% | +20.5% |
| 5Y | +124.0% | +33.7% | +90.3% | +63.0% |
| All | +568.0% | +252.6% | +315.3% | +117.0% |
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