+2,178.0%
CP vs SGI
+2,083.6%
+94.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.7% | +8.5% | -11.2% | -4.4% |
| 30D | +0.2% | +0.7% | -0.5% | -0.1% |
| 3M | +2.6% | +0.6% | +2.0% | +2.0% |
| 6M | +6.0% | -17.9% | +23.9% | +9.5% |
| YTD | +24.9% | -21.2% | +46.1% | +29.9% |
| 1Y | +20.1% | -18.9% | +39.0% | +23.8% |
| 3Y | +16.4% | +52.6% | -36.2% | +3.4% |
| 5Y | +31.7% | +60.7% | -29.0% | +12.0% |
| 10Y | +223.9% | +278.1% | -54.3% | +106.0% |
| All | +2,178.0% | +2,083.6% | +94.4% | +697.4% |
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