+60.4%
CFG vs SGI
+41.4%
+19.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +3.2% | -5.3% | +8.5% | +5.4% |
| 30D | +5.1% | -2.1% | +7.2% | +5.6% |
| 3M | -11.2% | -8.2% | -3.1% | -8.8% |
| 6M | +9.6% | -4.6% | +14.1% | +9.9% |
| YTD | +15.0% | -31.5% | +46.4% | +30.8% |
| 1Y | +29.9% | -30.8% | +60.7% | +47.0% |
| 3Y | +192.1% | +67.2% | +124.9% | +123.8% |
| All | +60.4% | +41.4% | +19.0% | +24.7% |
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 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