-43.5%
CAG vs SGI
+47.3%
-90.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -5.7% | -4.5% | -1.2% | -5.4% |
| 30D | -2.4% | +4.2% | -6.6% | -2.7% |
| 3M | +9.8% | -7.4% | +17.2% | +10.2% |
| 6M | -10.8% | -15.1% | +4.2% | -10.2% |
| YTD | -10.8% | -24.7% | +13.9% | -9.5% |
| 1Y | -19.0% | -21.8% | +2.8% | -18.0% |
| 3Y | -39.7% | +50.0% | -89.7% | -41.8% |
| All | -43.5% | +47.3% | -90.8% | -47.7% |
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