+38.4%
CP vs SGI
+67.2%
-28.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +2.1% | -5.3% | +7.5% | +3.5% |
| 30D | +9.3% | -2.1% | +11.4% | +9.7% |
| 3M | +0.5% | -8.2% | +8.6% | +2.2% |
| 6M | +10.4% | -4.6% | +15.0% | +10.6% |
| YTD | +28.7% | -31.5% | +60.2% | +39.1% |
| 1Y | +33.2% | -30.8% | +64.0% | +43.5% |
| 3Y | +38.4% | +67.2% | -28.8% | +13.2% |
| All | +38.4% | +67.2% | -28.8% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling