+1,872.3%
SGI vs CPB
+61.2%
+1,811.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.5% |
| 7D | +8.5% | -8.6% | +17.1% | +11.3% |
| 30D | +0.7% | -7.2% | +7.9% | +2.8% |
| 3M | +0.6% | +0.9% | -0.3% | -0.1% |
| 6M | -17.9% | -11.8% | -6.1% | -15.5% |
| YTD | -21.2% | -19.4% | -1.8% | -16.7% |
| 1Y | -18.9% | -30.4% | +11.5% | -10.7% |
| 3Y | +52.6% | -40.2% | +92.8% | +72.0% |
| 5Y | +60.7% | -39.5% | +100.2% | +76.1% |
| 10Y | +278.1% | -47.4% | +325.5% | +308.7% |
| All | +1,872.3% | +61.2% | +1,811.1% | +900.9% |
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 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