+516.7%
CAH vs CFG
+61.7%
+455.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.0% |
| 7D | +3.5% | +3.2% | +0.3% | +3.0% |
| 30D | +13.5% | +5.1% | +8.3% | +12.6% |
| 3M | +21.8% | -11.2% | +33.1% | +23.9% |
| 6M | +51.5% | +9.6% | +42.0% | +49.4% |
| YTD | +38.1% | +15.0% | +23.1% | +34.9% |
| 1Y | +37.7% | +29.9% | +7.8% | +32.1% |
| 3Y | +179.6% | +192.1% | -12.5% | +130.0% |
| All | +516.7% | +61.7% | +455.0% | +482.2% |
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