+35.4%
CVS vs SGI
-17.2%
+52.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +4.0% | +8.5% | -4.6% | +3.5% |
| 30D | -2.4% | +0.7% | -3.1% | -2.4% |
| 3M | +2.7% | +0.6% | +2.1% | +2.4% |
| 6M | +21.9% | -17.9% | +39.8% | +24.1% |
| YTD | +24.7% | -21.2% | +45.9% | +27.2% |
| 1Y | +35.4% | -18.9% | +54.3% | +37.8% |
| All | +35.4% | -17.2% | +52.6% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling