-5.7%
SGI vs CAI
-11.3%
+5.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.8% |
| 7D | -10.7% | -8.0% | -2.7% | -10.0% |
| 30D | -3.6% | -18.9% | +15.3% | -2.1% |
| 3M | -5.4% | +7.6% | -13.0% | -6.9% |
| 6M | -7.0% | +43.0% | -50.0% | -11.7% |
| YTD | -31.6% | -11.2% | -20.4% | -34.6% |
| 1Y | -33.5% | -3.3% | -30.3% | -36.2% |
| All | -5.7% | -11.3% | +5.6% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling