+639.7%
CEG vs SGI
+78.7%
+560.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +6.7% | +9.3% | -2.6% | +4.2% |
| 30D | +11.0% | +6.9% | +4.1% | +8.9% |
| 3M | +19.5% | +2.8% | +16.6% | +18.0% |
| 6M | -5.9% | -12.6% | +6.7% | -3.4% |
| YTD | -15.0% | -21.5% | +6.6% | -10.9% |
| 1Y | +0.6% | -18.8% | +19.4% | +4.0% |
| 3Y | +180.6% | +60.8% | +119.8% | +141.1% |
| All | +639.7% | +78.7% | +560.9% | +465.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling