+69.3%
CCI vs SGI
+319.5%
-250.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +2.5% | -5.3% | +7.8% | +3.1% |
| 30D | +14.4% | -2.1% | +16.5% | +14.6% |
| 3M | +21.7% | -8.2% | +29.9% | +22.6% |
| 6M | +4.0% | -4.6% | +8.6% | +3.9% |
| YTD | +6.2% | -31.5% | +37.7% | +9.8% |
| 1Y | +5.4% | -30.8% | +36.2% | +8.8% |
| 3Y | +11.7% | +67.2% | -55.5% | +2.3% |
| 5Y | -35.6% | +42.5% | -78.1% | -41.4% |
| All | +69.3% | +319.5% | -250.3% | +40.0% |
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