+175.9%
CFG vs SGI
+78.8%
+97.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.4% | -2.0% |
| 7D | -2.2% | +5.3% | -7.5% | -4.2% |
| 30D | +0.4% | +8.2% | -7.8% | -3.0% |
| 3M | -12.6% | -2.2% | -10.4% | -12.3% |
| 6M | +0.6% | -8.4% | +9.0% | +2.8% |
| YTD | +12.4% | -23.4% | +35.9% | +23.3% |
| 1Y | +27.7% | -14.0% | +41.7% | +31.7% |
| All | +175.9% | +78.8% | +97.0% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling