+332.3%
CRS vs SGI
+67.2%
+265.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +4.8% | -5.3% | +10.1% | +7.2% |
| 30D | -23.2% | -2.1% | -21.1% | -23.2% |
| 3M | -45.5% | -8.2% | -37.3% | -44.3% |
| 6M | -33.1% | -4.6% | -28.6% | -33.1% |
| YTD | -7.2% | -31.5% | +24.2% | +6.3% |
| 1Y | -10.0% | -30.8% | +20.8% | +2.5% |
| 3Y | +332.3% | +67.2% | +265.1% | +236.1% |
| All | +332.3% | +67.2% | +265.1% | +236.1% |
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