-65.0%
CBRS vs SGI
-5.4%
-59.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.2% | +11.0% | +11.3% |
| 7D | +21.2% | -5.3% | +26.5% | +20.3% |
| 30D | -23.2% | -2.1% | -21.1% | -23.2% |
| 3M | -52.9% | -8.2% | -44.8% | -53.7% |
| All | -65.0% | -5.4% | -59.6% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling