+302.3%
CAH vs CFG
+308.1%
-5.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | +1.2% | -4.5% | +5.7% | +2.4% |
| 3M | +13.1% | +6.3% | +6.8% | +11.1% |
| 6M | +8.5% | +20.6% | -12.1% | +3.0% |
| YTD | +17.6% | +21.2% | -3.6% | +11.2% |
| 1Y | +60.7% | +38.2% | +22.5% | +46.3% |
| 3Y | +183.2% | +185.9% | -2.8% | +102.7% |
| 5Y | +402.2% | +97.0% | +305.2% | +290.3% |
| 10Y | +302.3% | +306.8% | -4.5% | +107.6% |
| All | +302.3% | +308.1% | -5.8% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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