+27.6%
CAVA vs SGI
+80.8%
-53.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.0% |
| 7D | -8.0% | -4.5% | -3.6% | -5.8% |
| 30D | -19.6% | +4.2% | -23.7% | -21.1% |
| 3M | -36.7% | -7.4% | -29.2% | -34.5% |
| 6M | -30.6% | -15.1% | -15.5% | -25.6% |
| YTD | -4.8% | -24.7% | +19.9% | +7.7% |
| 1Y | -13.1% | -21.8% | +8.6% | -4.4% |
| 3Y | +48.8% | +50.0% | -1.3% | +13.9% |
| All | +27.6% | +80.8% | -53.2% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling