-36.9%
CBRS vs SGI
+6.2%
-43.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -2.1% |
| 7D | +6.3% | +0.6% | +5.7% | +6.5% |
| 30D | -14.7% | +5.5% | -20.2% | -13.6% |
| 3M | -13.5% | -3.6% | -9.9% | -13.4% |
| All | -36.9% | +6.2% | -43.1% | -34.8% |
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 · Available span rolling