+237.0%
CFG vs SGI
+413.4%
-176.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.3% | +1.6% |
| 7D | +0.3% | -0.2% | +0.5% | +0.2% |
| 30D | +3.2% | +6.6% | -3.3% | +0.3% |
| 3M | -9.7% | +1.8% | -11.5% | -11.0% |
| 6M | +3.6% | -3.9% | +7.5% | +3.8% |
| YTD | +14.7% | -25.2% | +39.9% | +25.8% |
| 1Y | +29.6% | -26.7% | +56.3% | +43.1% |
| 3Y | +190.6% | +86.8% | +103.8% | +115.7% |
| 5Y | +67.1% | +56.6% | +10.4% | +26.8% |
| 10Y | +237.0% | +384.3% | -147.3% | +41.7% |
| All | +237.0% | +413.4% | -176.4% | +41.7% |
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