+43.8%
CAVA vs SGI
+50.3%
-6.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -2.9% |
| 7D | -12.4% | -4.9% | -7.5% | -10.2% |
| 30D | -11.2% | +1.6% | -12.8% | -11.9% |
| 3M | -33.8% | -3.2% | -30.6% | -33.1% |
| 6M | -32.5% | -16.0% | -16.5% | -27.5% |
| YTD | -8.0% | -25.4% | +17.4% | +3.9% |
| 1Y | -17.1% | -21.6% | +4.5% | -9.4% |
| All | +43.8% | +50.3% | -6.5% | +14.9% |
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