+1,826.0%
SGI vs CNI
+1,706.7%
+119.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.3% |
| 7D | +0.6% | +0.9% | -0.3% | -0.1% |
| 30D | +5.5% | -2.1% | +7.6% | +7.4% |
| 3M | -3.6% | +1.8% | -5.4% | -5.3% |
| 6M | -15.0% | +14.8% | -29.8% | -24.4% |
| YTD | -23.0% | +25.4% | -48.4% | -36.5% |
| 1Y | -18.4% | +32.9% | -51.3% | -36.3% |
| 3Y | +57.8% | +20.2% | +37.6% | +30.3% |
| 5Y | +51.5% | +12.2% | +39.3% | +30.7% |
| 10Y | +275.2% | +136.0% | +139.2% | +71.6% |
| All | +1,826.0% | +1,706.7% | +119.3% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling