+471.5%
CF vs XHB
+241.7%
+229.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +10.4% | -4.1% | +14.5% | +12.0% |
| 30D | +7.6% | +9.6% | -2.1% | +2.9% |
| 3M | +5.2% | -6.0% | +11.2% | +6.9% |
| 6M | -0.1% | +2.2% | -2.3% | -3.6% |
| YTD | +61.7% | +1.1% | +60.5% | +53.3% |
| 1Y | +50.3% | -1.7% | +52.0% | +44.4% |
| 3Y | +66.0% | +36.5% | +29.5% | +24.7% |
| 5Y | +114.5% | +33.5% | +81.1% | +56.9% |
| 10Y | +471.5% | +240.9% | +230.6% | +89.3% |
| All | +471.5% | +241.7% | +229.8% | +89.3% |
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