+262.8%
SGI vs CNI
+138.2%
+124.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.3% |
| 7D | -4.5% | -0.4% | -4.1% | -4.2% |
| 30D | +4.2% | -2.7% | +6.9% | +6.4% |
| 3M | -7.4% | +3.9% | -11.4% | -10.4% |
| 6M | -15.1% | +16.4% | -31.4% | -24.9% |
| YTD | -24.7% | +25.8% | -50.5% | -37.6% |
| 1Y | -21.8% | +32.4% | -54.2% | -38.2% |
| 3Y | +50.0% | +19.1% | +31.0% | +25.5% |
| 5Y | +48.9% | +13.6% | +35.4% | +27.3% |
| All | +262.8% | +138.2% | +124.5% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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