+243.0%
CB vs SGI
+413.4%
-170.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.0% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +6.5% | +6.6% | 0.0% | +5.3% |
| 3M | +4.1% | +1.8% | +2.2% | +3.5% |
| 6M | +14.4% | -3.9% | +18.3% | +14.3% |
| YTD | +17.5% | -25.2% | +42.7% | +21.5% |
| 1Y | +27.5% | -26.7% | +54.3% | +32.2% |
| 3Y | +71.6% | +86.8% | -15.2% | +48.2% |
| 5Y | +100.6% | +56.6% | +44.0% | +73.3% |
| 10Y | +243.0% | +384.3% | -141.3% | +131.5% |
| All | +243.0% | +413.4% | -170.4% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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