+401.3%
CAH vs CFG
+100.9%
+300.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | +0.5% | +2.7% | -2.2% | +0.1% |
| 30D | +1.7% | -3.7% | +5.4% | +2.3% |
| 3M | +17.9% | +9.5% | +8.4% | +16.2% |
| 6M | +10.9% | +22.2% | -11.3% | +7.5% |
| YTD | +17.9% | +22.3% | -4.5% | +14.0% |
| 1Y | +61.7% | +39.4% | +22.2% | +53.1% |
| 3Y | +183.7% | +188.5% | -4.7% | +132.0% |
| 5Y | +401.3% | +101.5% | +299.8% | +331.2% |
| All | +401.3% | +100.9% | +300.4% | +331.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling