+72.0%
SGI vs CLBK
+56.6%
+15.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -10.5% | +2.2% | -12.6% | -11.3% |
| 30D | +0.1% | +5.0% | -4.8% | -1.8% |
| 3M | -4.0% | +3.3% | -7.2% | -5.5% |
| 6M | -5.6% | +29.6% | -35.2% | -16.3% |
| YTD | -29.5% | +62.1% | -91.6% | -43.3% |
| 1Y | -31.5% | +64.3% | -95.9% | -45.3% |
| All | +72.0% | +56.6% | +15.4% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling