+142.5%
CFG vs AHR
+357.7%
-215.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -0.6% | -4.3% | +3.8% | +0.5% |
| 30D | -4.5% | -3.1% | -1.5% | -3.9% |
| 3M | +6.3% | +15.7% | -9.4% | +2.0% |
| 6M | +20.6% | +4.1% | +16.5% | +18.7% |
| YTD | +21.2% | +15.4% | +5.8% | +15.9% |
| 1Y | +38.2% | +28.0% | +10.2% | +27.6% |
| All | +142.5% | +357.7% | -215.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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