-39.3%
CAG vs SGI
+50.3%
-89.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.5% |
| 7D | -5.9% | -4.9% | -1.0% | -5.5% |
| 30D | -1.5% | +1.6% | -3.1% | -1.7% |
| 3M | +11.5% | -3.2% | +14.6% | +11.5% |
| 6M | -15.7% | -16.0% | +0.3% | -14.9% |
| YTD | -10.2% | -25.4% | +15.2% | -8.5% |
| 1Y | -18.1% | -21.6% | +3.5% | -16.9% |
| All | -39.3% | +50.3% | -89.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling