+336.4%
CAH vs CFG
+396.4%
-60.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.4% | +1.5% | +3.8% | +5.0% |
| 30D | +3.3% | -3.8% | +7.2% | +4.4% |
| 3M | +22.8% | +11.5% | +11.3% | +19.2% |
| 6M | +11.3% | +19.2% | -7.9% | +5.9% |
| YTD | +21.1% | +23.7% | -2.6% | +13.8% |
| 1Y | +67.2% | +38.8% | +28.4% | +51.9% |
| 3Y | +195.6% | +178.9% | +16.7% | +112.7% |
| 5Y | +413.8% | +101.8% | +312.1% | +295.2% |
| 10Y | +309.6% | +317.3% | -7.7% | +127.9% |
| All | +336.4% | +396.4% | -60.0% | +131.0% |
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