+4,506.3%
CRS vs SGI
+2,083.6%
+2,422.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -0.2% | +8.5% | -8.8% | -3.2% |
| 30D | -16.6% | +0.7% | -17.3% | -17.1% |
| 3M | -3.5% | +0.6% | -4.1% | -4.1% |
| 6M | +15.4% | -17.9% | +33.4% | +22.9% |
| YTD | +51.2% | -21.2% | +72.4% | +62.2% |
| 1Y | +98.3% | -18.9% | +117.2% | +109.7% |
| 3Y | +651.5% | +52.6% | +598.9% | +529.7% |
| 5Y | +1,411.1% | +60.7% | +1,350.4% | +1,112.6% |
| 10Y | +1,424.3% | +278.1% | +1,146.2% | +746.4% |
| All | +4,506.3% | +2,083.6% | +2,422.7% | +1,083.1% |
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 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