+320.3%
CFG vs SGI
+398.1%
-77.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.4% | -2.1% |
| 7D | -2.2% | +5.3% | -7.5% | -4.1% |
| 30D | +0.4% | +8.2% | -7.8% | -2.8% |
| 3M | -12.6% | -2.2% | -10.4% | -12.4% |
| 6M | +0.6% | -8.4% | +9.0% | +2.5% |
| YTD | +12.4% | -23.4% | +35.9% | +21.7% |
| 1Y | +27.7% | -14.0% | +41.7% | +31.5% |
| 3Y | +172.4% | +78.8% | +93.6% | +110.3% |
| 5Y | +64.0% | +58.6% | +5.3% | +26.7% |
| 10Y | +252.8% | +427.8% | -175.0% | +60.6% |
| All | +320.3% | +398.1% | -77.8% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling