+1,244.1%
CCI vs SGI
+1,794.5%
-550.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.2% |
| 7D | -1.4% | -10.7% | +9.3% | +0.4% |
| 30D | +12.7% | -3.6% | +16.3% | +13.2% |
| 3M | +23.0% | -5.4% | +28.4% | +23.8% |
| 6M | +0.6% | -7.0% | +7.6% | +1.0% |
| YTD | +4.9% | -31.6% | +36.5% | +10.1% |
| 1Y | +0.7% | -33.5% | +34.2% | +6.2% |
| 3Y | +10.2% | +66.5% | -56.3% | -2.5% |
| 5Y | -36.4% | +42.2% | -78.6% | -43.9% |
| 10Y | +66.6% | +320.9% | -254.3% | +9.1% |
| All | +1,244.1% | +1,794.5% | -550.4% | +331.1% |
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