+717.4%
CSGP vs SGI
+2,021.1%
-1,303.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.0% |
| 7D | +13.9% | +5.3% | +8.6% | +12.6% |
| 30D | +16.0% | +8.2% | +7.8% | +14.2% |
| 3M | +6.1% | -2.2% | +8.3% | +6.7% |
| 6M | -8.2% | -8.4% | +0.3% | -7.1% |
| YTD | -52.3% | -23.4% | -28.9% | -50.2% |
| 1Y | -54.5% | -14.0% | -40.5% | -53.8% |
| 3Y | -58.6% | +78.8% | -137.4% | -64.4% |
| 5Y | -61.5% | +58.6% | -120.1% | -67.0% |
| 10Y | +74.7% | +427.8% | -353.2% | +6.5% |
| All | +717.4% | +2,021.1% | -1,303.7% | +180.8% |
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