+180.2%
CAH vs FTV
-3.3%
+183.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -2.2% | -1.3% | -1.0% | -2.1% |
| 30D | +1.2% | -9.5% | +10.7% | +2.2% |
| 3M | +13.1% | -10.9% | +24.0% | +14.3% |
| 6M | +8.5% | -0.6% | +9.1% | +8.6% |
| YTD | +17.6% | +1.4% | +16.2% | +17.4% |
| 1Y | +60.7% | +17.6% | +43.0% | +57.6% |
| All | +180.2% | -3.3% | +183.4% | +182.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling