+2,727.0%
CRS vs SGI
+1,798.9%
+928.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +4.8% | -5.3% | +10.1% | +6.8% |
| 30D | -23.2% | -2.1% | -21.1% | -23.2% |
| 3M | -45.5% | -8.2% | -37.3% | -44.5% |
| 6M | -33.1% | -4.6% | -28.6% | -33.0% |
| YTD | -7.2% | -31.5% | +24.2% | +3.6% |
| 1Y | -10.0% | -30.8% | +20.8% | +0.1% |
| 3Y | +332.3% | +67.2% | +265.1% | +250.4% |
| 5Y | +801.9% | +42.5% | +759.4% | +649.0% |
| 10Y | +820.9% | +321.9% | +499.1% | +404.2% |
| All | +2,727.0% | +1,798.9% | +928.1% | +655.4% |
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