+1,624.2%
CI vs SGI
+2,083.6%
-459.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +1.3% | +8.5% | -7.2% | -0.3% |
| 30D | +4.4% | +0.7% | +3.8% | +4.1% |
| 3M | +0.7% | +0.6% | +0.1% | 0.0% |
| 6M | +0.3% | -17.9% | +18.3% | +3.0% |
| YTD | +3.8% | -21.2% | +25.0% | +7.1% |
| 1Y | -5.5% | -18.9% | +13.4% | -3.2% |
| 3Y | +8.1% | +52.6% | -44.5% | -4.2% |
| 5Y | +42.8% | +60.7% | -17.9% | +20.7% |
| 10Y | +143.9% | +278.1% | -134.2% | +55.1% |
| All | +1,624.2% | +2,083.6% | -459.3% | +437.8% |
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