+814.4%
CAH vs CF
+5,948.3%
-5,133.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.1% |
| 7D | +5.4% | +6.0% | -0.6% | +4.4% |
| 30D | +3.3% | +14.8% | -11.5% | +0.9% |
| 3M | +22.8% | +14.1% | +8.7% | +19.8% |
| 6M | +11.3% | +28.5% | -17.3% | +5.5% |
| YTD | +21.1% | +74.9% | -53.8% | +8.8% |
| 1Y | +67.2% | +61.7% | +5.5% | +51.8% |
| 3Y | +195.6% | +80.3% | +115.3% | +159.2% |
| 5Y | +413.8% | +226.0% | +187.9% | +294.2% |
| 10Y | +309.6% | +569.9% | -260.3% | +167.9% |
| All | +814.4% | +5,948.3% | -5,133.9% | +291.5% |
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