+16.7%
CCL vs SGI
-30.7%
+47.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.0% | +3.3% |
| 7D | +5.8% | -3.9% | +9.7% | +8.5% |
| 30D | +17.3% | +0.9% | +16.3% | +15.8% |
| 3M | +11.3% | -2.9% | +14.2% | +12.3% |
| 6M | +18.5% | -9.0% | +27.4% | +23.9% |
| YTD | +2.8% | -29.2% | +32.0% | +20.6% |
| 1Y | +16.7% | -32.3% | +49.0% | +40.8% |
| All | +16.7% | -30.7% | +47.5% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling