+122.4%
CF vs SGI
+57.3%
+65.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.8% | +8.9% | +6.3% |
| 7D | +0.4% | +5.3% | -4.9% | +0.2% |
| 30D | +2.2% | +8.2% | -6.0% | +1.9% |
| 3M | +2.1% | -2.2% | +4.3% | +2.1% |
| 6M | -6.5% | -8.4% | +1.9% | -6.3% |
| YTD | +55.6% | -23.4% | +79.0% | +58.3% |
| 1Y | +42.3% | -14.0% | +56.3% | +42.4% |
| 3Y | +55.7% | +78.8% | -23.1% | +39.8% |
| 5Y | +122.4% | +58.6% | +63.8% | +109.4% |
| All | +122.4% | +57.3% | +65.1% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling