+218.9%
CB vs SGI
+267.9%
-49.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +0.5% | +8.5% | -8.1% | -0.8% |
| 30D | -3.1% | +0.7% | -3.8% | -3.3% |
| 3M | +9.0% | +0.6% | +8.3% | +8.4% |
| 6M | +2.9% | -17.9% | +20.8% | +5.2% |
| YTD | +10.1% | -21.2% | +31.3% | +13.0% |
| 1Y | +22.8% | -18.9% | +41.6% | +25.0% |
| 3Y | +73.8% | +52.6% | +21.2% | +56.4% |
| 5Y | +99.2% | +60.7% | +38.5% | +72.3% |
| All | +218.9% | +267.9% | -49.0% | +118.7% |
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