+115.8%
CF vs SGI
+48.6%
+67.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.3% | +7.8% | +2.7% |
| 7D | +4.8% | -3.9% | +8.7% | +4.8% |
| 30D | +9.7% | +0.9% | +8.8% | +9.5% |
| 3M | +1.2% | -2.9% | +4.1% | +1.2% |
| 6M | +7.4% | -9.0% | +16.3% | +7.4% |
| YTD | +60.5% | -29.2% | +89.7% | +63.8% |
| 1Y | +50.7% | -32.3% | +83.0% | +54.6% |
| 3Y | +64.8% | +72.4% | -7.6% | +47.4% |
| 5Y | +115.8% | +50.6% | +65.2% | +101.2% |
| All | +115.8% | +48.6% | +67.2% | +101.2% |
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 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