+44.1%
CSGP vs SGI
+277.9%
-233.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -4.1% | +8.5% | -12.6% | -5.9% |
| 30D | +2.3% | +0.7% | +1.6% | +2.1% |
| 3M | -8.2% | +0.6% | -8.8% | -8.7% |
| 6M | -35.1% | -17.9% | -17.1% | -32.9% |
| YTD | -54.0% | -21.2% | -32.9% | -52.2% |
| 1Y | -65.3% | -18.9% | -46.5% | -64.3% |
| 3Y | -62.6% | +52.6% | -115.2% | -67.3% |
| 5Y | -64.8% | +60.7% | -125.5% | -70.7% |
| All | +44.1% | +277.9% | -233.8% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling