+580.6%
CF vs XHB
+211.6%
+369.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.6% |
| 7D | +6.0% | -1.3% | +7.3% | +6.5% |
| 30D | +14.8% | -6.9% | +21.7% | +17.9% |
| 3M | +14.1% | -1.3% | +15.3% | +13.0% |
| 6M | +28.5% | -6.8% | +35.3% | +28.4% |
| YTD | +74.9% | +0.7% | +74.2% | +67.4% |
| 1Y | +61.7% | -11.2% | +72.9% | +64.5% |
| 3Y | +80.3% | +25.3% | +55.0% | +42.9% |
| 5Y | +226.0% | +37.3% | +188.7% | +134.0% |
| All | +580.6% | +211.6% | +369.0% | +140.3% |
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