-4.5%
CRS vs SGI
-10.7%
+6.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.4% | -3.7% |
| 7D | +4.3% | +12.1% | -7.7% | +0.6% |
| 30D | -25.5% | +12.1% | -37.6% | -28.6% |
| 3M | -48.7% | +0.4% | -49.1% | -48.8% |
| 6M | -31.6% | -4.0% | -27.6% | -31.1% |
| YTD | -7.0% | -21.2% | +14.2% | -2.7% |
| 1Y | -4.5% | -12.1% | +7.6% | -1.6% |
| All | -4.5% | -10.7% | +6.2% | -1.6% |
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