+27.3%
CRDO vs SGI
-17.2%
+44.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | -26.7% | +8.5% | -35.3% | -27.4% |
| 30D | -24.1% | +0.7% | -24.7% | -23.7% |
| 3M | -21.6% | +0.6% | -22.2% | -21.4% |
| 6M | +66.3% | -17.9% | +84.3% | +63.1% |
| YTD | +18.5% | -21.2% | +39.7% | +16.8% |
| 1Y | +27.3% | -18.9% | +46.1% | +35.5% |
| All | +27.3% | -17.2% | +44.5% | +35.5% |
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