+86.1%
CF vs AHR
+365.8%
-279.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.4% | -3.1% |
| 7D | +6.0% | -1.5% | +7.5% | +6.1% |
| 30D | +14.8% | -1.4% | +16.3% | +14.9% |
| 3M | +14.1% | +18.6% | -4.5% | +12.9% |
| 6M | +28.5% | +6.6% | +22.0% | +27.9% |
| YTD | +74.9% | +17.5% | +57.5% | +72.2% |
| 1Y | +61.7% | +30.9% | +30.8% | +56.7% |
| All | +86.1% | +365.8% | -279.7% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling