+384.3%
SGI vs CPB
-39.9%
+424.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.4% | +3.4% |
| 7D | -0.2% | +3.3% | -3.5% | -0.5% |
| 30D | +6.6% | +19.0% | -12.4% | +5.1% |
| 3M | +1.8% | +0.4% | +1.4% | +1.6% |
| 6M | -3.9% | +13.0% | -16.9% | -4.9% |
| YTD | -25.2% | -12.7% | -12.5% | -24.8% |
| 1Y | -26.7% | -20.9% | -5.8% | -25.9% |
| 3Y | +86.8% | -35.4% | +122.2% | +90.1% |
| 5Y | +56.6% | -32.3% | +88.9% | +59.1% |
| 10Y | +384.3% | -40.5% | +424.8% | +408.9% |
| All | +384.3% | -39.9% | +424.3% | +408.9% |
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