-31.6%
CRCL vs SGI
-10.7%
-20.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | 0.0% |
| 7D | -6.8% | +12.1% | -18.9% | -8.8% |
| 30D | -8.6% | +12.1% | -20.7% | -10.4% |
| 3M | +20.3% | +0.4% | +19.9% | +19.5% |
| 6M | -36.3% | -4.0% | -32.3% | -36.4% |
| YTD | -4.0% | -21.2% | +17.2% | -7.4% |
| 1Y | -31.6% | -12.1% | -19.5% | -30.5% |
| All | -31.6% | -10.7% | -20.9% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling