+231.7%
CTVA vs SGI
+364.6%
-132.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +4.9% | +8.5% | -3.6% | +2.9% |
| 30D | +11.9% | +0.7% | +11.2% | +11.6% |
| 3M | +13.7% | +0.6% | +13.1% | +13.0% |
| 6M | +13.1% | -17.9% | +31.1% | +17.2% |
| YTD | +32.0% | -21.2% | +53.1% | +37.6% |
| 1Y | +22.1% | -18.9% | +40.9% | +25.8% |
| 3Y | +77.5% | +52.6% | +24.8% | +53.3% |
| 5Y | +106.3% | +60.7% | +45.6% | +69.8% |
| All | +231.7% | +364.6% | -132.9% | +84.9% |
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