-83.6%
FIG vs CAH
+78.8%
-162.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.2% |
| 7D | +2.6% | +3.9% | -1.3% | +3.5% |
| 30D | -13.1% | +16.0% | -29.1% | -10.0% |
| 3M | -20.3% | +19.1% | -39.4% | -17.0% |
| 6M | -2.1% | +53.0% | -55.2% | +9.8% |
| YTD | -49.4% | +36.6% | -86.0% | -45.1% |
| 1Y | -57.0% | +37.4% | -94.4% | -53.3% |
| All | -83.6% | +78.8% | -162.4% | -81.9% |
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