+84.9%
CL vs SGI
+356.4%
-271.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.4% | +0.6% |
| 7D | +2.6% | -3.9% | +6.5% | +2.9% |
| 30D | +11.8% | +0.9% | +10.8% | +11.7% |
| 3M | +5.9% | -2.9% | +8.8% | +6.1% |
| 6M | +13.3% | -9.0% | +22.3% | +13.8% |
| YTD | +27.1% | -29.2% | +56.3% | +29.8% |
| 1Y | +28.0% | -32.3% | +60.3% | +31.1% |
| 3Y | +39.4% | +72.4% | -33.0% | +32.4% |
| 5Y | +40.8% | +50.6% | -9.9% | +32.9% |
| 10Y | +84.9% | +335.2% | -250.4% | +60.9% |
| All | +84.9% | +356.4% | -271.6% | +60.9% |
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