-50.3%
CCI vs SGI
+56.1%
-106.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | +2.1% | +5.5% | -3.4% | +1.3% |
| 3M | -17.8% | -3.6% | -14.2% | -17.8% |
| 6M | -14.2% | -15.0% | +0.8% | -12.8% |
| YTD | -13.3% | -23.0% | +9.7% | -10.9% |
| 1Y | -16.6% | -18.4% | +1.8% | -15.3% |
| 3Y | -10.8% | +57.8% | -68.6% | -21.3% |
| 5Y | -50.3% | +51.5% | -101.8% | -58.4% |
| All | -50.3% | +56.1% | -106.4% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling