+1,352.4%
CLS vs SGI
+1,905.4%
-553.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +2.0% |
| 7D | -22.2% | +1.0% | -23.1% | -22.6% |
| 30D | -44.4% | +3.9% | -48.3% | -45.3% |
| 3M | -34.3% | -0.8% | -33.5% | -34.8% |
| 6M | -50.1% | -18.0% | -32.1% | -48.1% |
| YTD | -30.1% | -27.6% | -2.5% | -25.1% |
| 1Y | -39.3% | -27.2% | -12.1% | -35.0% |
| 3Y | +732.7% | +76.0% | +656.7% | +604.9% |
| 5Y | +1,777.2% | +50.0% | +1,727.2% | +1,508.5% |
| 10Y | +1,645.6% | +399.1% | +1,246.5% | +912.1% |
| All | +1,352.4% | +1,905.4% | -553.0% | +392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling