+6.1%
SGI vs CAI
-11.0%
+17.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.6% |
| 7D | +0.6% | -3.1% | +3.7% | +0.9% |
| 30D | +5.5% | +2.7% | +2.8% | +5.1% |
| 3M | -3.6% | +41.7% | -45.3% | -7.3% |
| 6M | -15.0% | +26.5% | -41.5% | -18.1% |
| YTD | -23.0% | -10.9% | -12.1% | -25.9% |
| 1Y | -18.4% | -29.2% | +10.8% | -20.4% |
| All | +6.1% | -11.0% | +17.1% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling