+487.0%
CF vs XHB
+271.6%
+215.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -1.6% |
| 7D | -0.9% | +1.3% | -2.2% | -1.7% |
| 30D | +6.9% | +11.8% | -4.9% | +1.5% |
| 3M | +4.8% | -3.8% | +8.7% | +5.5% |
| 6M | +4.7% | +4.1% | +0.6% | +0.3% |
| YTD | +56.5% | +4.0% | +52.5% | +46.8% |
| 1Y | +48.4% | +1.6% | +46.9% | +40.7% |
| 3Y | +59.1% | +43.2% | +16.0% | +16.7% |
| 5Y | +109.5% | +35.8% | +73.7% | +52.7% |
| 10Y | +487.0% | +259.3% | +227.7% | +90.5% |
| All | +487.0% | +271.6% | +215.4% | +90.5% |
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