-24.1%
CLS vs SGI
-33.8%
+9.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.6% | +5.3% |
| 7D | +23.5% | -10.7% | +34.2% | +26.9% |
| 30D | -28.9% | -3.6% | -25.4% | -28.8% |
| 3M | -25.2% | -5.4% | -19.8% | -24.8% |
| 6M | -32.1% | -7.0% | -25.0% | -32.5% |
| YTD | -14.1% | -31.6% | +17.5% | -7.2% |
| 1Y | -24.1% | -33.5% | +9.5% | -15.3% |
| All | -24.1% | -33.8% | +9.8% | -15.3% |
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