+1,672.1%
SGI vs CPB
+72.5%
+1,599.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -4.9% |
| 7D | -3.9% | +2.9% | -6.8% | -4.7% |
| 30D | +0.9% | +17.6% | -16.6% | -3.7% |
| 3M | -2.9% | +2.0% | -4.9% | -3.7% |
| 6M | -9.0% | +11.6% | -20.6% | -12.4% |
| YTD | -29.2% | -13.8% | -15.4% | -26.7% |
| 1Y | -32.3% | -21.6% | -10.7% | -28.0% |
| 3Y | +72.4% | -35.8% | +108.2% | +90.5% |
| 5Y | +50.6% | -33.3% | +83.9% | +60.0% |
| 10Y | +335.2% | -39.4% | +374.7% | +341.8% |
| All | +1,672.1% | +72.5% | +1,599.7% | +780.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling