+1,416.6%
CRS vs SGI
+56.1%
+1,360.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.9% |
| 7D | -0.5% | +0.6% | -1.2% | -0.8% |
| 30D | -18.1% | +5.5% | -23.6% | -20.5% |
| 3M | -12.4% | -3.6% | -8.8% | -11.6% |
| 6M | +15.9% | -15.0% | +31.0% | +23.8% |
| YTD | +45.8% | -23.0% | +68.9% | +61.5% |
| 1Y | +87.8% | -18.4% | +106.2% | +100.8% |
| 3Y | +648.7% | +57.8% | +591.0% | +466.7% |
| 5Y | +1,416.6% | +51.5% | +1,365.2% | +996.1% |
| All | +1,416.6% | +56.1% | +1,360.5% | +996.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling