+102.5%
CFG vs SGI
+60.4%
+42.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +1.5% | +8.5% | -7.0% | -1.8% |
| 30D | -3.8% | +0.7% | -4.5% | -4.4% |
| 3M | +11.5% | +0.6% | +10.9% | +10.3% |
| 6M | +19.2% | -17.9% | +37.1% | +27.1% |
| YTD | +23.7% | -21.2% | +44.9% | +33.7% |
| 1Y | +38.8% | -18.9% | +57.7% | +47.4% |
| 3Y | +178.9% | +52.6% | +126.3% | +122.2% |
| All | +102.5% | +60.4% | +42.2% | +49.6% |
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