+36.7%
CLS vs SGI
-20.0%
+56.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.7% |
| 7D | +20.1% | +0.6% | +19.5% | +19.9% |
| 30D | +6.0% | +5.5% | +0.5% | +4.2% |
| 3M | -10.3% | -3.6% | -6.7% | -9.6% |
| 6M | +24.5% | -15.0% | +39.5% | +28.2% |
| YTD | +12.9% | -23.0% | +35.9% | +17.4% |
| 1Y | +36.7% | -18.4% | +55.1% | +46.0% |
| All | +36.7% | -20.0% | +56.7% | +46.0% |
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