+63.6%
CVS vs SGI
+59.4%
+4.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.6% | +9.3% | -10.9% | -2.5% |
| 30D | +0.4% | +6.9% | -6.5% | -0.3% |
| 3M | -0.4% | +2.8% | -3.3% | -1.0% |
| 6M | +25.1% | -12.6% | +37.7% | +26.5% |
| YTD | +23.9% | -21.5% | +45.4% | +26.7% |
| 1Y | +41.1% | -18.8% | +59.8% | +43.4% |
| 3Y | +63.6% | +60.8% | +2.8% | +51.7% |
| All | +63.6% | +59.4% | +4.2% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling