+369.0%
SGI vs CPB
-39.2%
+408.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.3% |
| 7D | +1.0% | +8.0% | -7.0% | +0.3% |
| 30D | +3.9% | +22.4% | -18.5% | +2.2% |
| 3M | -0.8% | +3.8% | -4.7% | -1.3% |
| 6M | -18.0% | +13.7% | -31.6% | -18.9% |
| YTD | -27.6% | -11.7% | -15.9% | -27.2% |
| 1Y | -27.2% | -18.1% | -9.1% | -26.6% |
| 3Y | +76.0% | -34.7% | +110.7% | +79.0% |
| 5Y | +50.0% | -30.6% | +80.5% | +52.1% |
| All | +369.0% | -39.2% | +408.2% | +392.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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