+19.9%
CAVA vs SGI
-10.7%
+30.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.8% | -4.1% | +0.1% |
| 7D | +14.2% | +12.1% | +2.2% | +9.4% |
| 30D | +14.6% | +12.1% | +2.5% | +9.7% |
| 3M | -2.3% | +0.4% | -2.7% | -2.8% |
| 6M | -30.5% | -4.0% | -26.5% | -30.2% |
| YTD | +5.6% | -21.2% | +26.9% | +9.7% |
| 1Y | +19.9% | -12.1% | +32.0% | +25.5% |
| All | +19.9% | -10.7% | +30.6% | +25.5% |
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