+507.4%
CAH vs FGI
-74.8%
+582.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -25.2% | +26.2% | +0.9% |
| 7D | +3.5% | -14.4% | +17.9% | +3.4% |
| 30D | +13.5% | -11.8% | +25.2% | +13.4% |
| 3M | +21.8% | -46.2% | +68.1% | +21.5% |
| 6M | +51.5% | +5.2% | +46.3% | +52.2% |
| YTD | +38.1% | +10.5% | +27.6% | +39.1% |
| 1Y | +37.7% | +25.5% | +12.2% | +38.8% |
| 3Y | +179.6% | -16.0% | +195.6% | +182.9% |
| All | +507.4% | -74.8% | +582.2% | +522.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling