+176.7%
CAH vs CFG
+189.7%
-13.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +3.9% | +1.6% | +2.2% | +3.7% |
| 30D | +16.0% | +3.3% | +12.7% | +15.7% |
| 3M | +19.1% | -11.5% | +30.6% | +20.1% |
| 6M | +53.0% | +6.2% | +46.8% | +52.4% |
| YTD | +36.6% | +14.3% | +22.4% | +35.3% |
| 1Y | +37.4% | +26.7% | +10.7% | +35.2% |
| All | +176.7% | +189.7% | -13.1% | +193.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling