+287.5%
CAH vs FTV
+80.7%
+206.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -5.1% | -4.0% | -1.2% | -3.8% |
| 30D | +0.2% | -11.0% | +11.2% | +4.0% |
| 3M | +6.3% | -8.4% | +14.7% | +9.1% |
| 6M | +9.4% | -2.6% | +11.9% | +9.7% |
| YTD | +15.0% | -0.6% | +15.6% | +13.6% |
| 1Y | +55.4% | +11.0% | +44.5% | +47.6% |
| 3Y | +173.8% | -6.3% | +180.2% | +169.8% |
| 5Y | +395.2% | -1.5% | +396.7% | +368.7% |
| All | +287.5% | +80.7% | +206.7% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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