-30.8%
SGI vs CPB
-19.9%
-10.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.1% |
| 7D | +1.0% | +8.0% | -7.0% | -1.0% |
| 30D | +3.9% | +22.4% | -18.5% | -0.8% |
| 3M | -0.8% | +3.8% | -4.7% | -2.6% |
| 6M | -18.0% | +13.7% | -31.6% | -20.8% |
| YTD | -27.6% | -11.7% | -15.9% | -24.4% |
| All | -30.8% | -19.9% | -10.8% | -26.9% |
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 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