+707.3%
CAH vs FLR
+609.6%
+97.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | +1.7% | -0.7% | +2.4% | +1.7% |
| 3M | +17.9% | +14.3% | +3.5% | +14.7% |
| 6M | +10.9% | +25.6% | -14.7% | +5.8% |
| YTD | +17.9% | +42.9% | -25.0% | +9.9% |
| 1Y | +61.7% | +38.7% | +23.0% | +50.6% |
| 3Y | +183.7% | +61.8% | +122.0% | +147.6% |
| 5Y | +401.3% | +254.1% | +147.2% | +271.6% |
| 10Y | +293.7% | +20.0% | +273.6% | +216.0% |
| All | +707.3% | +609.6% | +97.7% | +411.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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