-33.8%
CAG vs SUI
+104.7%
-138.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -6.6% | -4.3% | -2.3% | -5.6% |
| 30D | +2.3% | -2.1% | +4.4% | +2.9% |
| 3M | +16.3% | -6.1% | +22.4% | +18.2% |
| 6M | -16.0% | -12.8% | -3.3% | -13.1% |
| YTD | -7.7% | -4.6% | -3.1% | -6.6% |
| 1Y | -16.0% | -7.7% | -8.3% | -14.4% |
| 3Y | -37.7% | +10.9% | -48.6% | -39.7% |
| 5Y | -41.2% | -32.4% | -8.8% | -37.0% |
| 10Y | -33.8% | +105.7% | -139.5% | -51.4% |
| All | -33.8% | +104.7% | -138.5% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling