+5,294.5%
CF vs SGI
+1,661.3%
+3,633.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.8% | +8.9% | +6.8% |
| 7D | +0.4% | +5.3% | -4.9% | -1.0% |
| 30D | +2.2% | +8.2% | -6.0% | 0.0% |
| 3M | +2.1% | -2.2% | +4.3% | +1.9% |
| 6M | -6.5% | -8.4% | +1.9% | -6.5% |
| YTD | +55.6% | -23.4% | +79.0% | +59.9% |
| 1Y | +42.3% | -14.0% | +56.3% | +41.6% |
| 3Y | +55.7% | +78.8% | -23.1% | +26.8% |
| 5Y | +122.4% | +58.6% | +63.8% | +78.0% |
| 10Y | +568.5% | +427.8% | +140.7% | +258.9% |
| All | +5,294.5% | +1,661.3% | +3,633.3% | +1,351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling