+30.7%
CP vs SGI
-29.2%
+59.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -0.4% |
| 7D | +2.8% | +1.0% | +1.8% | +2.5% |
| 30D | +10.2% | +3.9% | +6.3% | +9.1% |
| 3M | +2.4% | -0.8% | +3.2% | +2.3% |
| 6M | +7.7% | -18.0% | +25.6% | +12.2% |
| YTD | +26.0% | -27.6% | +53.6% | +33.3% |
| All | +30.7% | -29.2% | +59.8% | +39.9% |
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