-51.8%
ACHR vs CF
+260.0%
-311.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.3% |
| 7D | +15.3% | -0.9% | +16.2% | +15.4% |
| 30D | -3.0% | +6.9% | -10.0% | -4.1% |
| 3M | -14.0% | +4.8% | -18.8% | -15.0% |
| 6M | -25.8% | +4.7% | -30.4% | -27.1% |
| YTD | -36.0% | +56.5% | -92.5% | -44.3% |
| 1Y | -41.2% | +48.4% | -89.6% | -48.1% |
| 3Y | -8.6% | +59.1% | -67.7% | -22.6% |
| 5Y | -20.6% | +109.5% | -130.2% | -32.5% |
| All | -51.8% | +260.0% | -311.8% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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