-36.0%
CAG vs SUI
+18.2%
-54.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -3.3% | -1.5% | -1.9% | -2.7% |
| 30D | +7.7% | +3.7% | +3.9% | +6.3% |
| 3M | -3.2% | -0.4% | -2.8% | -3.0% |
| 6M | +7.0% | -2.8% | +9.7% | +8.0% |
| YTD | -9.0% | -1.6% | -7.4% | -8.6% |
| 1Y | -9.6% | -2.1% | -7.6% | -9.1% |
| 3Y | -36.0% | +18.5% | -54.5% | -37.2% |
| All | -36.0% | +18.2% | -54.2% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling