+1,701.8%
CI vs SGI
+1,905.4%
-203.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.8% | -1.6% |
| 7D | -1.6% | +1.0% | -2.5% | -1.8% |
| 30D | +5.4% | +3.9% | +1.5% | +4.6% |
| 3M | +7.3% | -0.8% | +8.1% | +7.2% |
| 6M | +5.3% | -18.0% | +23.3% | +8.3% |
| YTD | +8.5% | -27.6% | +36.1% | +13.6% |
| 1Y | +17.1% | -27.2% | +44.3% | +22.4% |
| 3Y | +1.4% | +76.0% | -74.6% | -12.5% |
| 5Y | +50.5% | +50.0% | +0.5% | +28.8% |
| 10Y | +168.5% | +399.1% | -230.5% | +62.6% |
| All | +1,701.8% | +1,905.4% | -203.7% | +470.3% |
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