+377.4%
CAG vs SUI
+4,037.5%
-3,660.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.8% | -2.8% | -1.0% | -3.2% |
| 30D | +3.1% | -1.2% | +4.3% | +3.4% |
| 3M | +23.5% | -1.7% | +25.2% | +24.0% |
| 6M | -14.8% | -10.5% | -4.4% | -12.9% |
| YTD | -5.4% | -1.8% | -3.6% | -5.1% |
| 1Y | -11.8% | -4.1% | -7.7% | -11.1% |
| 3Y | -36.7% | +11.3% | -47.9% | -38.5% |
| 5Y | -40.3% | -32.1% | -8.2% | -36.7% |
| 10Y | -37.0% | +110.4% | -147.4% | -48.0% |
| All | +377.4% | +4,037.5% | -3,660.1% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling