+89.6%
CL vs SGI
+319.5%
-229.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +3.2% | -5.3% | +8.5% | +3.6% |
| 30D | +8.0% | -2.1% | +10.1% | +8.2% |
| 3M | +7.9% | -8.2% | +16.0% | +8.5% |
| 6M | +14.7% | -4.6% | +19.3% | +14.9% |
| YTD | +29.2% | -31.5% | +60.6% | +32.2% |
| 1Y | +29.5% | -30.8% | +60.4% | +32.5% |
| 3Y | +40.7% | +67.2% | -26.5% | +33.9% |
| 5Y | +43.9% | +42.5% | +1.4% | +36.4% |
| All | +89.6% | +319.5% | -229.9% | +65.3% |
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 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