+22.2%
CCL vs SGI
+1,905.4%
-1,883.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +2.4% |
| 7D | +3.1% | +1.0% | +2.2% | +2.8% |
| 30D | +13.7% | +3.9% | +9.8% | +12.0% |
| 3M | +3.8% | -0.8% | +4.6% | +3.8% |
| 6M | +9.3% | -18.0% | +27.2% | +16.7% |
| YTD | -1.1% | -27.6% | +26.5% | +10.7% |
| 1Y | +14.6% | -27.2% | +41.8% | +27.9% |
| 3Y | +146.4% | +76.0% | +70.4% | +103.3% |
| 5Y | +21.9% | +50.0% | -28.1% | +5.4% |
| 10Y | -29.4% | +399.1% | -428.5% | -59.5% |
| All | +22.2% | +1,905.4% | -1,883.3% | -65.8% |
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 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