+1,750.2%
CI vs SGI
+2,021.1%
-270.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.8% |
| 7D | +1.0% | +5.3% | -4.3% | 0.0% |
| 30D | +9.9% | +8.2% | +1.7% | +8.2% |
| 3M | +12.1% | -2.2% | +14.3% | +12.2% |
| 6M | +10.6% | -8.4% | +19.0% | +11.3% |
| YTD | +11.4% | -23.4% | +34.8% | +15.4% |
| 1Y | +18.8% | -14.0% | +32.7% | +20.0% |
| 3Y | +2.9% | +78.8% | -75.9% | -11.5% |
| 5Y | +54.5% | +58.6% | -4.1% | +30.9% |
| 10Y | +175.7% | +427.8% | -252.1% | +65.2% |
| All | +1,750.2% | +2,021.1% | -270.9% | +479.5% |
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