+15.0%
CI vs SGI
-32.6%
+47.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.3% | -10.5% | +9.2% | -0.3% |
| 30D | +6.4% | +0.1% | +6.2% | +6.4% |
| 3M | +10.7% | -4.0% | +14.6% | +10.9% |
| 6M | +5.5% | -5.6% | +11.1% | +5.3% |
| YTD | +11.4% | -29.5% | +40.9% | +14.7% |
| 1Y | +15.0% | -31.5% | +46.5% | +19.2% |
| All | +15.0% | -32.6% | +47.6% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling