+179.6%
CAH vs SGI
+67.2%
+112.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +3.5% | -5.3% | +8.8% | +3.9% |
| 30D | +13.5% | -2.1% | +15.5% | +13.5% |
| 3M | +21.8% | -8.2% | +30.0% | +22.5% |
| 6M | +51.5% | -4.6% | +56.1% | +51.8% |
| YTD | +38.1% | -31.5% | +69.5% | +40.9% |
| 1Y | +37.7% | -30.8% | +68.5% | +40.4% |
| 3Y | +179.6% | +67.2% | +112.4% | +195.4% |
| All | +179.6% | +67.2% | +112.4% | +195.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling