+1,293.4%
CB vs SGI
+2,083.6%
-790.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +0.5% | +8.5% | -8.1% | -1.0% |
| 30D | -3.1% | +0.7% | -3.8% | -3.4% |
| 3M | +9.0% | +0.6% | +8.3% | +8.3% |
| 6M | +2.9% | -17.9% | +20.8% | +5.3% |
| YTD | +10.1% | -21.2% | +31.3% | +13.2% |
| 1Y | +22.8% | -18.9% | +41.6% | +25.2% |
| 3Y | +73.8% | +52.6% | +21.2% | +55.5% |
| 5Y | +99.2% | +60.7% | +38.5% | +71.2% |
| 10Y | +218.2% | +278.1% | -59.9% | +112.5% |
| All | +1,293.4% | +2,083.6% | -790.1% | +393.7% |
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 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