+76.6%
CAG vs SGI
+2,083.6%
-2,007.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -3.8% | +8.5% | -12.3% | -4.4% |
| 30D | +3.1% | +0.7% | +2.5% | +3.0% |
| 3M | +23.5% | +0.6% | +22.9% | +23.2% |
| 6M | -14.8% | -17.9% | +3.1% | -13.8% |
| YTD | -5.4% | -21.2% | +15.7% | -4.1% |
| 1Y | -11.8% | -18.9% | +7.1% | -10.9% |
| 3Y | -36.7% | +52.6% | -89.3% | -39.6% |
| 5Y | -40.3% | +60.7% | -101.0% | -44.2% |
| 10Y | -37.0% | +278.1% | -315.1% | -47.8% |
| All | +76.6% | +2,083.6% | -2,007.0% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling