+246.7%
CB vs SGI
+337.7%
-90.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.0% | -10.5% | +9.5% | +0.7% |
| 30D | +7.3% | +0.1% | +7.2% | +7.1% |
| 3M | +7.0% | -4.0% | +11.0% | +7.4% |
| 6M | +16.3% | -5.6% | +22.0% | +16.5% |
| YTD | +19.7% | -29.5% | +49.2% | +24.9% |
| 1Y | +27.8% | -31.5% | +59.3% | +33.8% |
| 3Y | +72.0% | +71.6% | +0.4% | +50.6% |
| 5Y | +104.9% | +50.5% | +54.3% | +77.9% |
| 10Y | +246.7% | +333.9% | -87.1% | +136.9% |
| All | +246.7% | +337.7% | -90.9% | +136.9% |
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