+220.7%
CF vs XHB
+37.5%
+183.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.3% |
| 7D | +6.0% | -1.3% | +7.3% | +6.1% |
| 30D | +14.8% | -6.9% | +21.7% | +15.4% |
| 3M | +14.1% | -1.3% | +15.3% | +13.7% |
| 6M | +28.5% | -6.8% | +35.3% | +29.3% |
| YTD | +74.9% | +0.7% | +74.2% | +73.0% |
| 1Y | +61.7% | -11.2% | +72.9% | +63.8% |
| 3Y | +80.3% | +25.3% | +55.0% | +66.9% |
| All | +220.7% | +37.5% | +183.2% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling