-55.5%
ACHR vs CF
+260.3%
-315.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.7% | +14.0% | +14.6% |
| 7D | +5.7% | -3.2% | +8.9% | +6.1% |
| 30D | -4.9% | +4.3% | -9.3% | -5.6% |
| 3M | -15.1% | +2.8% | -17.9% | -15.9% |
| 6M | -30.7% | +0.6% | -31.3% | -31.5% |
| YTD | -41.0% | +56.6% | -97.6% | -48.6% |
| 1Y | -50.0% | +49.6% | -99.6% | -56.0% |
| 3Y | -17.0% | +61.5% | -78.5% | -30.0% |
| 5Y | -29.4% | +124.0% | -153.4% | -40.1% |
| All | -55.5% | +260.3% | -315.8% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling