-14.8%
SKHY vs CG
-4.3%
-10.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.5% | -9.6% | -6.7% |
| 7D | -13.1% | +9.4% | -22.6% | -16.3% |
| 30D | -26.6% | +8.7% | -35.4% | -28.6% |
| 3M | -7.3% | -15.0% | +7.7% | +3.0% |
| All | -14.8% | -4.3% | -10.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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