+5,760.6%
CRM vs SGI
+2,022.8%
+3,737.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.7% |
| 7D | -4.4% | -4.5% | 0.0% | -3.3% |
| 30D | +28.1% | +4.2% | +24.0% | +26.7% |
| 3M | +48.8% | -7.4% | +56.3% | +51.1% |
| 6M | +28.3% | -15.1% | +43.3% | +31.4% |
| YTD | -6.0% | -24.7% | +18.7% | -1.0% |
| 1Y | +1.4% | -21.8% | +23.2% | +5.1% |
| 3Y | +11.8% | +50.0% | -38.2% | -4.1% |
| 5Y | -2.0% | +48.9% | -51.0% | -18.3% |
| 10Y | +239.6% | +267.1% | -27.5% | +93.6% |
| All | +5,760.6% | +2,022.8% | +3,737.8% | +1,452.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling