+50.7%
CF vs XHB
-1.4%
+52.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +1.3% |
| 7D | +4.8% | +1.2% | +3.6% | +5.6% |
| 30D | +9.7% | +8.9% | +0.8% | +14.8% |
| 3M | +1.2% | -4.2% | +5.4% | -0.5% |
| 6M | +7.4% | +1.4% | +6.0% | +9.8% |
| YTD | +60.5% | +1.2% | +59.3% | +63.9% |
| 1Y | +50.7% | -1.3% | +52.0% | +54.9% |
| All | +50.7% | -1.4% | +52.2% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling