+614.5%
CAH vs FTI
+2,117.5%
-1,503.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | +1.7% | +12.3% | -10.6% | -0.5% |
| 3M | +17.9% | +13.8% | +4.1% | +14.7% |
| 6M | +10.9% | +24.3% | -13.3% | +5.9% |
| YTD | +17.9% | +75.8% | -57.9% | +5.3% |
| 1Y | +61.7% | +99.6% | -37.9% | +40.7% |
| 3Y | +183.7% | +278.4% | -94.7% | +113.4% |
| 5Y | +401.3% | +1,168.7% | -767.4% | +185.9% |
| 10Y | +293.7% | +297.5% | -3.9% | +150.8% |
| All | +614.5% | +2,117.5% | -1,503.0% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling