+223.2%
CP vs SGI
+261.3%
-38.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.4% | +9.3% | -6.9% | +0.5% |
| 30D | -0.5% | +6.9% | -7.4% | -2.0% |
| 3M | +1.4% | +2.8% | -1.4% | +0.4% |
| 6M | +10.3% | -12.6% | +22.9% | +12.6% |
| YTD | +24.3% | -21.5% | +45.8% | +29.5% |
| 1Y | +20.4% | -18.8% | +39.2% | +24.2% |
| 3Y | +21.8% | +60.8% | -39.1% | +6.9% |
| 5Y | +31.5% | +60.0% | -28.5% | +11.6% |
| 10Y | +223.2% | +267.8% | -44.6% | +102.7% |
| All | +223.2% | +261.3% | -38.1% | +102.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling