-26.3%
SKHY vs CAG
+17.9%
-44.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +2.7% | -16.1% | -10.2% |
| 7D | -23.6% | +11.4% | -34.9% | -12.6% |
| 30D | -32.1% | +16.7% | -48.8% | -17.8% |
| 3M | -18.0% | +4.5% | -22.5% | -8.8% |
| All | -26.3% | +17.9% | -44.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · Available span rolling