+105.1%
CTVA vs SGI
+56.1%
+49.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | -5.8% | +0.6% | -6.4% | -5.9% |
| 30D | +11.1% | +5.5% | +5.5% | +9.9% |
| 3M | +13.2% | -3.6% | +16.8% | +13.6% |
| 6M | +8.7% | -15.0% | +23.7% | +11.0% |
| YTD | +27.3% | -23.0% | +50.3% | +32.1% |
| 1Y | +18.0% | -18.4% | +36.4% | +20.7% |
| 3Y | +76.5% | +57.8% | +18.7% | +58.3% |
| 5Y | +105.1% | +51.5% | +53.6% | +84.0% |
| All | +105.1% | +56.1% | +49.0% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling