+287.5%
CAH vs FTI
+305.3%
-17.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -5.1% | -4.4% | -0.7% | -4.4% |
| 30D | +0.2% | +1.5% | -1.3% | -0.1% |
| 3M | +6.3% | +8.2% | -1.9% | +4.6% |
| 6M | +9.4% | +18.8% | -9.4% | +5.6% |
| YTD | +15.0% | +71.7% | -56.7% | +3.9% |
| 1Y | +55.4% | +90.0% | -34.6% | +37.7% |
| 3Y | +173.8% | +270.5% | -96.7% | +110.3% |
| 5Y | +395.2% | +1,084.5% | -689.3% | +193.1% |
| All | +287.5% | +305.3% | -17.8% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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