+142.2%
CI vs SGI
+318.6%
-176.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.2% |
| 7D | -1.7% | -10.7% | +9.0% | +0.1% |
| 30D | +4.9% | -3.6% | +8.4% | +5.4% |
| 3M | +7.4% | -5.4% | +12.8% | +8.1% |
| 6M | +0.4% | -7.0% | +7.4% | +0.8% |
| YTD | +9.5% | -31.6% | +41.1% | +15.3% |
| 1Y | +12.0% | -33.5% | +45.5% | +18.4% |
| 3Y | +7.1% | +66.5% | -59.4% | -5.9% |
| 5Y | +49.3% | +42.2% | +7.2% | +30.6% |
| All | +142.2% | +318.6% | -176.4% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling