+54.1%
CCL vs SGI
+59.4%
-5.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -0.1% | +9.3% | -9.4% | -6.0% |
| 30D | -20.0% | +6.9% | -26.9% | -23.6% |
| 3M | -13.7% | +2.8% | -16.5% | -15.8% |
| 6M | -9.0% | -12.6% | +3.6% | -1.5% |
| YTD | -22.8% | -21.5% | -1.3% | -11.6% |
| 1Y | -25.3% | -18.8% | -6.6% | -16.9% |
| 3Y | +54.1% | +60.8% | -6.8% | +12.0% |
| All | +54.1% | +59.4% | -5.3% | +12.0% |
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 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