+410.6%
CAH vs CF
+481.7%
-71.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.5% |
| 7D | +9.4% | +4.8% | +4.7% | +8.5% |
| 30D | +16.5% | +9.7% | +6.8% | +14.5% |
| 3M | +17.0% | +1.2% | +15.7% | +16.3% |
| 6M | +51.4% | +7.4% | +44.0% | +48.2% |
| YTD | +36.0% | +60.5% | -24.6% | +21.3% |
| 1Y | +36.0% | +50.7% | -14.7% | +22.8% |
| 3Y | +177.5% | +64.8% | +112.7% | +140.6% |
| 5Y | +509.2% | +115.8% | +393.4% | +369.6% |
| All | +410.6% | +481.7% | -71.1% | +210.0% |
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