+1,712.1%
CNC vs SGI
+2,073.9%
-361.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.6% |
| 7D | -1.0% | +9.3% | -10.3% | -2.4% |
| 30D | -1.8% | +6.9% | -8.7% | -2.9% |
| 3M | -0.7% | +2.8% | -3.5% | -1.5% |
| 6M | +47.9% | -12.6% | +60.5% | +49.7% |
| YTD | +56.9% | -21.5% | +78.5% | +61.3% |
| 1Y | +123.9% | -18.8% | +142.7% | +128.2% |
| 3Y | -1.3% | +60.8% | -62.1% | -11.6% |
| 5Y | +2.8% | +60.0% | -57.3% | -10.6% |
| 10Y | +90.9% | +267.8% | -177.0% | +31.5% |
| All | +1,712.1% | +2,073.9% | -361.8% | +770.2% |
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