+1,763.7%
CLS vs SGI
+49.9%
+1,713.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +2.8% |
| 7D | -22.2% | +1.0% | -23.1% | -22.9% |
| 30D | -44.4% | +3.9% | -48.3% | -45.9% |
| 3M | -34.3% | -0.8% | -33.5% | -35.2% |
| 6M | -50.1% | -18.0% | -32.1% | -46.8% |
| YTD | -30.1% | -27.6% | -2.5% | -22.0% |
| 1Y | -39.3% | -27.2% | -12.1% | -32.4% |
| 3Y | +732.7% | +76.0% | +656.7% | +524.4% |
| All | +1,763.7% | +49.9% | +1,713.8% | +1,300.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling