+244.5%
CB vs SGI
+397.2%
-152.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -0.9% |
| 7D | +0.2% | +1.0% | -0.7% | +0.1% |
| 30D | +9.1% | +3.9% | +5.2% | +8.3% |
| 3M | +3.4% | -0.8% | +4.2% | +3.3% |
| 6M | +14.1% | -18.0% | +32.0% | +16.8% |
| YTD | +18.0% | -27.6% | +45.6% | +22.6% |
| 1Y | +30.1% | -27.2% | +57.4% | +35.0% |
| 3Y | +71.8% | +76.0% | -4.2% | +49.9% |
| 5Y | +101.8% | +50.0% | +51.9% | +75.6% |
| All | +244.5% | +397.2% | -152.7% | +133.8% |
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