+30.0%
CL vs SGI
+60.4%
-30.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -2.2% | +8.5% | -10.7% | -2.8% |
| 30D | -4.8% | +0.7% | -5.5% | -4.9% |
| 3M | +4.9% | +0.6% | +4.3% | +4.7% |
| 6M | -5.7% | -17.9% | +12.2% | -4.7% |
| YTD | +14.4% | -21.2% | +35.6% | +15.8% |
| 1Y | +8.7% | -18.9% | +27.6% | +9.8% |
| 3Y | +30.0% | +52.6% | -22.7% | +25.0% |
| All | +30.0% | +60.4% | -30.3% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling