+1,420.6%
CB vs SGI
+2,021.1%
-600.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | +2.6% | +5.3% | -2.7% | +1.6% |
| 30D | +11.2% | +8.2% | +3.0% | +9.6% |
| 3M | +5.7% | -2.2% | +7.9% | +5.8% |
| 6M | +15.9% | -8.4% | +24.3% | +16.6% |
| YTD | +20.2% | -23.4% | +43.6% | +23.9% |
| 1Y | +32.4% | -14.0% | +46.4% | +33.5% |
| 3Y | +75.5% | +78.8% | -3.3% | +52.7% |
| 5Y | +105.5% | +58.6% | +46.9% | +76.9% |
| 10Y | +258.5% | +427.8% | -169.3% | +126.9% |
| All | +1,420.6% | +2,021.1% | -600.5% | +440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling