+275.2%
SGI vs CPB
-44.2%
+319.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +0.6% | -8.0% | +8.6% | +1.2% |
| 30D | +5.5% | -2.4% | +7.9% | +5.7% |
| 3M | -3.6% | +0.5% | -4.1% | -3.7% |
| 6M | -15.0% | -10.5% | -4.6% | -14.5% |
| YTD | -23.0% | -17.5% | -5.5% | -22.1% |
| 1Y | -18.4% | -31.0% | +12.6% | -16.7% |
| 3Y | +57.8% | -40.6% | +98.4% | +61.5% |
| 5Y | +51.5% | -37.7% | +89.2% | +54.8% |
| 10Y | +275.2% | -43.4% | +318.6% | +290.1% |
| All | +275.2% | -44.2% | +319.4% | +290.1% |
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