+470.7%
CF vs SGI
+318.6%
+152.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.0% |
| 7D | +5.4% | -10.7% | +16.0% | +7.8% |
| 30D | +6.5% | -3.6% | +10.1% | +6.8% |
| 3M | +4.6% | -5.4% | +10.0% | +5.0% |
| 6M | -3.3% | -7.0% | +3.7% | -3.6% |
| YTD | +63.9% | -31.6% | +95.5% | +72.8% |
| 1Y | +50.4% | -33.5% | +84.0% | +59.7% |
| 3Y | +68.2% | +66.5% | +1.8% | +35.1% |
| 5Y | +113.8% | +42.2% | +71.7% | +71.3% |
| All | +470.7% | +318.6% | +152.1% | +185.2% |
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 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