-11.8%
CAG vs SUI
-2.0%
-9.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -3.8% | -2.8% | -1.0% | -2.4% |
| 30D | +3.1% | -1.2% | +4.3% | +3.7% |
| 3M | +23.5% | -1.7% | +25.2% | +24.3% |
| 6M | -14.8% | -10.5% | -4.4% | -10.7% |
| YTD | -5.4% | -1.8% | -3.6% | -5.3% |
| 1Y | -11.8% | -4.1% | -7.7% | -11.2% |
| All | -11.8% | -2.0% | -9.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling