+104.3%
CEG vs SGI
+69.1%
+35.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.5% | +9.7% | +5.8% |
| 7D | -4.7% | +1.0% | -5.7% | -5.5% |
| 30D | -16.6% | +3.9% | -20.5% | -18.2% |
| 3M | -4.1% | -0.8% | -3.3% | -4.7% |
| 6M | -22.3% | -18.0% | -4.4% | -18.7% |
| YTD | -28.9% | -27.6% | -1.3% | -23.6% |
| 1Y | -28.5% | -27.2% | -1.2% | -23.2% |
| 3Y | +104.3% | +76.0% | +28.3% | +71.5% |
| All | +104.3% | +69.1% | +35.2% | +71.5% |
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