+2,944.0%
CLS vs SGI
+261.3%
+2,682.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.1% | +5.8% |
| 7D | +12.8% | +9.3% | +3.5% | +9.3% |
| 30D | +3.8% | +6.9% | -3.1% | +1.2% |
| 3M | -14.6% | +2.8% | -17.5% | -16.0% |
| 6M | +32.2% | -12.6% | +44.8% | +37.2% |
| YTD | +11.6% | -21.5% | +33.2% | +19.4% |
| 1Y | +35.1% | -18.8% | +53.8% | +42.0% |
| 3Y | +1,312.5% | +60.8% | +1,251.7% | +1,086.2% |
| 5Y | +3,542.1% | +60.0% | +3,482.0% | +2,840.9% |
| 10Y | +2,944.0% | +267.8% | +2,676.2% | +1,571.6% |
| All | +2,944.0% | +261.3% | +2,682.7% | +1,571.6% |
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