-13.1%
CAVA vs SGI
-21.0%
+7.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.1% |
| 7D | -8.0% | -4.5% | -3.6% | -6.4% |
| 30D | -19.6% | +4.2% | -23.7% | -20.6% |
| 3M | -36.7% | -7.4% | -29.2% | -35.0% |
| 6M | -30.6% | -15.1% | -15.5% | -27.7% |
| YTD | -4.8% | -24.7% | +19.9% | +1.8% |
| 1Y | -13.1% | -21.8% | +8.6% | -1.4% |
| All | -13.1% | -21.0% | +7.9% | -1.4% |
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 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