+73.0%
CF vs XHB
+26.1%
+46.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.2% |
| 7D | +6.0% | -1.3% | +7.3% | +6.0% |
| 30D | +14.8% | -6.9% | +21.7% | +14.6% |
| 3M | +14.1% | -1.3% | +15.3% | +13.8% |
| 6M | +28.5% | -6.8% | +35.3% | +30.0% |
| YTD | +74.9% | +0.7% | +74.2% | +74.2% |
| 1Y | +61.7% | -11.2% | +72.9% | +64.4% |
| All | +73.0% | +26.1% | +46.9% | +64.8% |
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