+2.8%
SGI vs CAI
-11.0%
+13.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -4.9% | -5.1% | +0.2% | -4.4% |
| 30D | +1.6% | +3.9% | -2.3% | +1.1% |
| 3M | -3.2% | +40.1% | -43.3% | -6.8% |
| 6M | -16.0% | +29.7% | -45.7% | -19.1% |
| YTD | -25.4% | -10.9% | -14.5% | -28.2% |
| 1Y | -21.6% | -28.0% | +6.4% | -23.6% |
| All | +2.8% | -11.0% | +13.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling