+26.0%
CL vs SGI
-29.2%
+55.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -1.3% |
| 7D | +1.3% | +1.0% | +0.4% | +1.2% |
| 30D | +11.4% | +3.9% | +7.5% | +10.8% |
| 3M | +4.4% | -0.8% | +5.2% | +4.4% |
| 6M | +10.8% | -18.0% | +28.7% | +13.3% |
| YTD | +25.1% | -27.6% | +52.7% | +28.1% |
| All | +26.0% | -29.2% | +55.2% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling