+110.5%
CNC vs SGI
-10.7%
+121.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.8% | +5.8% | +12.0% |
| 7D | +13.4% | +12.1% | +1.3% | +12.4% |
| 30D | +18.2% | +12.1% | +6.1% | +17.2% |
| 3M | +18.6% | +0.4% | +18.2% | +18.1% |
| 6M | +41.9% | -4.0% | +45.9% | +41.6% |
| YTD | +84.7% | -21.2% | +106.0% | +86.6% |
| 1Y | +110.5% | -12.1% | +122.6% | +115.2% |
| All | +110.5% | -10.7% | +121.2% | +115.2% |
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 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