+782.7%
CAH vs SGI
+2,083.6%
-1,300.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +5.4% | +8.5% | -3.2% | +4.3% |
| 30D | +3.3% | +0.7% | +2.6% | +3.2% |
| 3M | +22.8% | +0.6% | +22.2% | +22.4% |
| 6M | +11.3% | -17.9% | +29.2% | +13.5% |
| YTD | +21.1% | -21.2% | +42.3% | +23.9% |
| 1Y | +67.2% | -18.9% | +86.1% | +70.1% |
| 3Y | +195.6% | +52.6% | +143.0% | +173.1% |
| 5Y | +413.8% | +60.7% | +353.1% | +360.6% |
| 10Y | +309.6% | +278.1% | +31.5% | +204.7% |
| All | +782.7% | +2,083.6% | -1,300.9% | +333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling