+63.5%
CFG vs SGI
+58.5%
+5.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.4% |
| 6M | +0.6% | -8.4% | +9.0% | +2.7% |
| YTD | +12.4% | -23.4% | +35.9% | +22.5% |
| 1Y | +27.7% | -14.0% | +41.7% | +31.7% |
| 3Y | +172.4% | +78.8% | +93.6% | +103.5% |
| All | +63.5% | +58.5% | +5.0% | +20.9% |
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