+66.6%
CF vs AHR
+395.3%
-328.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.5% |
| 7D | -3.2% | +8.2% | -11.4% | -3.7% |
| 30D | +4.3% | +17.3% | -13.0% | +3.2% |
| 3M | +2.8% | +6.4% | -3.6% | +2.3% |
| 6M | +0.6% | +16.9% | -16.3% | -0.5% |
| YTD | +56.6% | +24.9% | +31.7% | +53.5% |
| 1Y | +49.6% | +23.3% | +26.3% | +46.7% |
| All | +66.6% | +395.3% | -328.7% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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