+516.2%
SGI vs CLBK
+60.9%
+455.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.5% |
| 7D | -5.3% | +0.9% | -6.2% | -5.8% |
| 30D | -2.1% | +3.4% | -5.5% | -3.8% |
| 3M | -8.2% | -4.3% | -3.9% | -6.1% |
| 6M | -4.6% | +28.4% | -32.9% | -17.6% |
| YTD | -31.5% | +59.4% | -90.9% | -47.7% |
| 1Y | -30.8% | +64.8% | -95.6% | -48.3% |
| 3Y | +67.2% | +50.6% | +16.6% | +25.4% |
| 5Y | +42.5% | +28.3% | +14.2% | +7.1% |
| All | +516.2% | +60.9% | +455.4% | +282.1% |
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