+8.9%
CRCL vs SGI
+3.6%
+5.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -11.2% | -4.5% | -6.8% | -10.4% |
| 30D | +27.1% | +4.2% | +22.9% | +26.4% |
| 3M | +9.6% | -7.4% | +17.1% | +10.8% |
| 6M | -19.7% | -15.1% | -4.6% | -18.1% |
| YTD | +14.2% | -24.7% | +38.9% | +17.3% |
| 1Y | -32.2% | -21.8% | -10.5% | -27.1% |
| All | +8.9% | +3.6% | +5.3% | +5.3% |
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