-30.8%
SGI vs CPB
-22.0%
-8.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.7% |
| 7D | -5.3% | -1.6% | -3.8% | -4.9% |
| 30D | -2.1% | +19.2% | -21.3% | -6.0% |
| 3M | -8.2% | -0.9% | -7.2% | -8.8% |
| 6M | -4.6% | +15.2% | -19.8% | -8.0% |
| YTD | -31.5% | -13.1% | -18.4% | -27.5% |
| 1Y | -30.8% | -22.4% | -8.4% | -24.7% |
| All | -30.8% | -22.0% | -8.8% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling