+721.6%
CVS vs SGI
+1,852.9%
-1,131.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.6% |
| 7D | +12.0% | -10.5% | +22.4% | +13.4% |
| 30D | +2.8% | +0.1% | +2.6% | +2.4% |
| 3M | -3.6% | -4.0% | +0.4% | -3.5% |
| 6M | -1.6% | -5.6% | +4.0% | -1.6% |
| YTD | +16.3% | -29.5% | +45.8% | +20.1% |
| 1Y | +15.5% | -31.5% | +47.0% | +19.8% |
| 3Y | +48.1% | +71.6% | -23.5% | +34.6% |
| 5Y | +12.3% | +50.5% | -38.2% | +1.3% |
| 10Y | +62.7% | +333.9% | -271.2% | +18.4% |
| All | +721.6% | +1,852.9% | -1,131.4% | +276.7% |
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 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