-41.7%
CCL vs SGI
+263.3%
-304.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -1.1% |
| 7D | -4.4% | +0.6% | -5.0% | -4.7% |
| 30D | -18.2% | +5.5% | -23.7% | -20.7% |
| 3M | -17.7% | -3.6% | -14.1% | -16.4% |
| 6M | -13.0% | -15.0% | +2.0% | -5.2% |
| YTD | -24.5% | -23.0% | -1.4% | -13.7% |
| 1Y | -26.9% | -18.4% | -8.5% | -19.8% |
| 3Y | +50.8% | +57.8% | -7.0% | +16.4% |
| 5Y | -0.9% | +51.5% | -52.4% | -24.8% |
| 10Y | -41.7% | +275.2% | -316.8% | -75.0% |
| All | -41.7% | +263.3% | -304.9% | -75.0% |
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