-41.0%
CAG vs SGI
+41.4%
-82.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -3.3% | -5.3% | +2.0% | -2.9% |
| 30D | +7.7% | -2.1% | +9.7% | +7.9% |
| 3M | -3.2% | -8.2% | +5.0% | -2.6% |
| 6M | +7.0% | -4.6% | +11.5% | +7.1% |
| YTD | -9.0% | -31.5% | +22.5% | -7.1% |
| 1Y | -9.6% | -30.8% | +21.2% | -7.8% |
| 3Y | -36.0% | +67.2% | -103.2% | -38.4% |
| All | -41.0% | +41.4% | -82.3% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling