+421.5%
CAH vs CF
+546.3%
-124.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +7.8% | -0.9% | +8.7% | +7.9% |
| 30D | +15.5% | +6.9% | +8.5% | +14.0% |
| 3M | +16.3% | +4.8% | +11.4% | +14.9% |
| 6M | +50.0% | +4.7% | +45.4% | +47.5% |
| YTD | +34.7% | +56.5% | -21.8% | +20.7% |
| 1Y | +35.9% | +48.4% | -12.5% | +23.0% |
| 3Y | +178.5% | +59.1% | +119.3% | +142.9% |
| 5Y | +515.7% | +109.5% | +406.1% | +376.9% |
| 10Y | +421.5% | +487.0% | -65.5% | +214.1% |
| All | +421.5% | +546.3% | -124.8% | +214.1% |
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