+9.9%
CCI vs SGI
+72.8%
-62.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.0% | +2.1% |
| 7D | +3.2% | -3.9% | +7.1% | +3.5% |
| 30D | +12.2% | +0.9% | +11.2% | +12.1% |
| 3M | +23.1% | -2.9% | +26.0% | +23.3% |
| 6M | +1.3% | -9.0% | +10.2% | +1.4% |
| YTD | +4.5% | -29.2% | +33.7% | +6.7% |
| 1Y | +2.3% | -32.3% | +34.6% | +4.9% |
| All | +9.9% | +72.8% | -62.9% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling