+29.1%
CAVA vs SGI
+84.8%
-55.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.9% | -4.1% | -5.1% |
| 7D | -8.5% | +0.6% | -9.1% | -8.8% |
| 30D | -8.2% | +5.5% | -13.8% | -10.8% |
| 3M | -25.9% | -3.6% | -22.3% | -25.1% |
| 6M | -30.9% | -15.0% | -15.9% | -26.0% |
| YTD | -3.7% | -23.0% | +19.3% | +7.7% |
| 1Y | -13.4% | -18.4% | +5.0% | -7.0% |
| 3Y | +44.2% | +57.8% | -13.5% | +5.8% |
| All | +29.1% | +84.8% | -55.7% | -31.4% |
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 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