+179.0%
CAH vs CF
+57.7%
+121.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +8.5% | -3.2% | +11.7% | +8.5% |
| 30D | +17.0% | +4.3% | +12.7% | +17.0% |
| 3M | +14.6% | +2.8% | +11.8% | +14.6% |
| 6M | +42.5% | +0.6% | +41.9% | +42.4% |
| YTD | +33.5% | +56.6% | -23.2% | +30.2% |
| 1Y | +38.5% | +49.6% | -11.1% | +35.6% |
| 3Y | +179.0% | +61.5% | +117.5% | +170.5% |
| All | +179.0% | +57.7% | +121.3% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling