+417.4%
CAH vs FGI
-69.1%
+486.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -2.2% | +14.7% | -16.9% | -2.2% |
| 30D | +1.2% | +67.0% | -65.8% | +1.8% |
| 3M | +13.1% | +31.0% | -17.9% | +13.7% |
| 6M | +8.5% | +126.8% | -118.3% | +9.4% |
| YTD | +17.6% | +35.6% | -18.0% | +18.5% |
| 1Y | +60.7% | +108.9% | -48.3% | +62.2% |
| 3Y | +183.2% | -0.3% | +183.4% | +187.0% |
| All | +417.4% | -69.1% | +486.5% | +430.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling