+0.1%
CARR vs SGI
+50.3%
-50.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -0.9% |
| 7D | -4.1% | -4.9% | +0.8% | -2.1% |
| 30D | -11.0% | +1.6% | -12.6% | -11.7% |
| 3M | -16.4% | -3.2% | -13.2% | -15.5% |
| 6M | -2.4% | -16.0% | +13.7% | +3.8% |
| YTD | +8.4% | -25.4% | +33.8% | +20.4% |
| 1Y | -8.0% | -21.6% | +13.6% | -0.4% |
| All | +0.1% | +50.3% | -50.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling