+122.5%
CRWV vs SGI
+16.3%
+106.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.8% |
| 7D | -0.4% | -4.5% | +4.0% | +2.5% |
| 30D | -17.4% | +4.2% | -21.6% | -19.6% |
| 3M | -7.1% | -7.4% | +0.4% | -3.2% |
| 6M | +8.6% | -15.1% | +23.6% | +18.4% |
| YTD | +24.3% | -24.7% | +49.0% | +46.6% |
| 1Y | -21.0% | -21.8% | +0.7% | -9.8% |
| All | +122.5% | +16.3% | +106.2% | +23.8% |
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