-79.9%
FIG vs CAH
+50.4%
-130.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.6% |
| 7D | -3.8% | -5.1% | +1.3% | -5.3% |
| 30D | -2.3% | +0.2% | -2.5% | -2.1% |
| 3M | +20.0% | +6.3% | +13.7% | +22.5% |
| 6M | -16.7% | +9.4% | -26.1% | -14.0% |
| YTD | -37.9% | +15.0% | -52.9% | -35.2% |
| 1Y | -58.5% | +55.4% | -114.0% | -55.0% |
| All | -79.9% | +50.4% | -130.3% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling