+179.6%
CAH vs FTI
+212.2%
-32.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | +3.5% | +4.3% | -0.9% | +3.1% |
| 30D | +13.5% | -4.7% | +18.1% | +13.8% |
| 3M | +21.8% | -13.5% | +35.4% | +23.5% |
| 6M | +51.5% | -8.7% | +60.2% | +52.4% |
| YTD | +38.1% | +49.0% | -10.9% | +30.6% |
| 1Y | +37.7% | +54.0% | -16.3% | +29.7% |
| 3Y | +179.6% | +211.6% | -32.0% | +149.5% |
| All | +179.6% | +212.2% | -32.6% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling