+55.4%
CAH vs SGI
-21.0%
+76.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -5.1% | -4.5% | -0.7% | -4.8% |
| 30D | +0.2% | +4.2% | -4.0% | -0.1% |
| 3M | +6.3% | -7.4% | +13.7% | +6.7% |
| 6M | +9.4% | -15.1% | +24.4% | +10.1% |
| YTD | +15.0% | -24.7% | +39.6% | +15.6% |
| 1Y | +55.4% | -21.8% | +77.2% | +58.8% |
| All | +55.4% | -21.0% | +76.4% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling