-80.8%
FIG vs CAH
+51.4%
-132.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.1% |
| 7D | -12.2% | -5.1% | -7.1% | -13.6% |
| 30D | -11.0% | -1.8% | -9.2% | -11.2% |
| 3M | +11.9% | +9.4% | +2.5% | +15.2% |
| 6M | -21.9% | +9.2% | -31.2% | -19.5% |
| YTD | -40.8% | +15.7% | -56.4% | -38.0% |
| 1Y | -56.6% | +59.7% | -116.4% | -52.5% |
| All | -80.8% | +51.4% | -132.2% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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