+2,095.0%
CLS vs SGI
+2,083.6%
+11.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.6% | +8.5% | -4.0% | +2.2% |
| 30D | -13.9% | +0.7% | -14.6% | -14.1% |
| 3M | -26.6% | +0.6% | -27.2% | -27.0% |
| 6M | +15.4% | -17.9% | +33.4% | +21.1% |
| YTD | +5.7% | -21.2% | +26.8% | +11.5% |
| 1Y | +41.1% | -18.9% | +60.0% | +47.2% |
| 3Y | +1,228.6% | +52.6% | +1,176.0% | +1,072.4% |
| 5Y | +3,240.6% | +60.7% | +3,179.9% | +2,729.3% |
| 10Y | +2,760.3% | +278.1% | +2,482.2% | +1,656.8% |
| All | +2,095.0% | +2,083.6% | +11.4% | +633.2% |
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