+64.8%
CF vs XHB
+38.6%
+26.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.4% |
| 7D | +4.8% | +1.2% | +3.6% | +4.9% |
| 30D | +9.7% | +8.9% | +0.8% | +10.4% |
| 3M | +1.2% | -4.2% | +5.4% | +1.1% |
| 6M | +7.4% | +1.4% | +6.0% | +7.4% |
| YTD | +60.5% | +1.2% | +59.3% | +60.2% |
| 1Y | +50.7% | -1.3% | +52.0% | +51.0% |
| 3Y | +64.8% | +36.6% | +28.2% | +50.1% |
| All | +64.8% | +38.6% | +26.2% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling