+1,761.1%
CLS vs SGI
+356.4%
+1,404.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +2.2% |
| 7D | -13.9% | -3.9% | -9.9% | -12.9% |
| 30D | -38.2% | +0.9% | -39.1% | -38.9% |
| 3M | -28.8% | -2.9% | -25.9% | -29.1% |
| 6M | -40.4% | -9.0% | -31.4% | -39.7% |
| YTD | -24.3% | -29.2% | +4.9% | -16.8% |
| 1Y | -35.0% | -32.3% | -2.8% | -27.4% |
| 3Y | +778.7% | +72.4% | +706.3% | +611.9% |
| 5Y | +1,884.8% | +50.6% | +1,834.2% | +1,508.7% |
| 10Y | +1,761.1% | +335.2% | +1,425.9% | +939.8% |
| All | +1,761.1% | +356.4% | +1,404.7% | +939.8% |
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 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