+567.1%
CL vs SGI
+2,021.1%
-1,454.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +5.9% | +5.3% | +0.6% | +5.5% |
| 30D | +13.8% | +8.2% | +5.6% | +13.0% |
| 3M | +6.4% | -2.2% | +8.6% | +6.5% |
| 6M | +15.6% | -8.4% | +24.1% | +16.1% |
| YTD | +27.9% | -23.4% | +51.3% | +30.0% |
| 1Y | +31.4% | -14.0% | +45.4% | +32.2% |
| 3Y | +41.4% | +78.8% | -37.4% | +33.1% |
| 5Y | +42.8% | +58.6% | -15.8% | +33.6% |
| 10Y | +79.7% | +427.8% | -348.2% | +45.2% |
| All | +567.1% | +2,021.1% | -1,454.0% | +315.1% |
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