+145.4%
CCL vs SGI
+75.0%
+70.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +4.1% |
| 7D | +3.1% | +1.0% | +2.2% | +2.5% |
| 30D | +13.7% | +3.9% | +9.8% | +10.4% |
| 3M | +3.8% | -0.8% | +4.6% | +3.4% |
| 6M | +9.3% | -18.0% | +27.2% | +22.6% |
| YTD | -1.1% | -27.6% | +26.5% | +19.4% |
| 1Y | +14.6% | -27.2% | +41.8% | +37.6% |
| All | +145.4% | +75.0% | +70.4% | +53.5% |
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