+3,542.1%
CLS vs SGI
+61.8%
+3,480.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.1% | +5.8% |
| 7D | +12.8% | +9.3% | +3.5% | +8.2% |
| 30D | +3.8% | +6.9% | -3.1% | +0.4% |
| 3M | -14.6% | +2.8% | -17.5% | -16.5% |
| 6M | +32.2% | -12.6% | +44.8% | +38.7% |
| YTD | +11.6% | -21.5% | +33.2% | +21.7% |
| 1Y | +35.1% | -18.8% | +53.8% | +44.0% |
| 3Y | +1,312.5% | +60.8% | +1,251.7% | +1,001.9% |
| 5Y | +3,542.1% | +60.0% | +3,482.0% | +2,626.3% |
| All | +3,542.1% | +61.8% | +3,480.2% | +2,626.3% |
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