+577.1%
SGI vs CLBK
+65.5%
+511.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -4.5% | -1.5% | -3.0% | -3.7% |
| 30D | +4.2% | -1.0% | +5.2% | +4.7% |
| 3M | -7.4% | +22.9% | -30.4% | -18.0% |
| 6M | -15.1% | +44.2% | -59.3% | -31.0% |
| YTD | -24.7% | +64.0% | -88.7% | -43.3% |
| 1Y | -21.8% | +65.7% | -87.4% | -41.9% |
| 3Y | +50.0% | +54.1% | -4.0% | +11.2% |
| 5Y | +48.9% | +44.7% | +4.3% | +0.9% |
| All | +577.1% | +65.5% | +511.6% | +314.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling