+391.0%
CAH vs CFG
+362.1%
+28.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | +5.9% | -0.8% | +6.7% | +6.1% |
| 30D | +16.5% | +3.1% | +13.4% | +15.5% |
| 3M | +15.7% | -9.7% | +25.5% | +18.7% |
| 6M | +52.7% | +6.7% | +46.0% | +49.7% |
| YTD | +36.3% | +15.2% | +21.1% | +30.3% |
| 1Y | +36.7% | +28.8% | +8.0% | +26.8% |
| 3Y | +178.2% | +190.1% | -11.9% | +97.9% |
| 5Y | +515.8% | +63.4% | +452.4% | +405.2% |
| 10Y | +411.8% | +219.8% | +192.1% | +208.3% |
| All | +391.0% | +362.1% | +28.8% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling