+179.6%
CAH vs CF
+68.9%
+110.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | +3.5% | +4.8% | -1.3% | +3.4% |
| 30D | +13.5% | +4.7% | +8.8% | +13.4% |
| 3M | +21.8% | +7.4% | +14.4% | +21.8% |
| 6M | +51.5% | +0.6% | +50.9% | +51.5% |
| YTD | +38.1% | +64.1% | -26.0% | +34.6% |
| 1Y | +37.7% | +51.4% | -13.7% | +35.0% |
| 3Y | +179.6% | +67.8% | +111.8% | +170.0% |
| All | +179.6% | +68.9% | +110.7% | +170.0% |
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 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