+26.7%
CCL vs SGI
+1,852.9%
-1,826.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -1.5% | -10.5% | +8.9% | +2.3% |
| 30D | +16.5% | +0.1% | +16.3% | +16.2% |
| 3M | +11.2% | -4.0% | +15.2% | +12.4% |
| 6M | +22.6% | -5.6% | +28.2% | +24.8% |
| YTD | +2.6% | -29.5% | +32.1% | +15.8% |
| 1Y | +17.0% | -31.5% | +48.5% | +33.4% |
| 3Y | +145.5% | +71.6% | +73.9% | +104.3% |
| 5Y | +36.1% | +50.5% | -14.4% | +17.7% |
| 10Y | -29.4% | +333.9% | -363.3% | -57.9% |
| All | +26.7% | +1,852.9% | -1,826.2% | -64.2% |
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