+425.9%
CARR vs SGI
+1,107.8%
-681.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | -8.7% | +5.5% | -14.2% | -10.4% |
| 3M | -18.4% | -3.6% | -14.8% | -17.6% |
| 6M | -0.6% | -15.0% | +14.4% | +4.0% |
| YTD | +10.9% | -23.0% | +34.0% | +19.5% |
| 1Y | -7.3% | -18.4% | +11.1% | -2.4% |
| 3Y | +2.9% | +57.8% | -54.9% | -13.1% |
| 5Y | +9.6% | +51.5% | -41.8% | -11.6% |
| All | +425.9% | +1,107.8% | -681.8% | +253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling