+275.2%
SGI vs CRL
+244.4%
+30.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.5% |
| 7D | +0.6% | -4.6% | +5.2% | +2.9% |
| 30D | +5.5% | +0.5% | +5.0% | +5.2% |
| 3M | -3.6% | +46.6% | -50.2% | -21.3% |
| 6M | -15.0% | +57.3% | -72.3% | -34.0% |
| YTD | -23.0% | +39.5% | -62.6% | -37.0% |
| 1Y | -18.4% | +76.9% | -95.3% | -41.8% |
| 3Y | +57.8% | +39.4% | +18.4% | +13.9% |
| 5Y | +51.5% | -37.2% | +88.6% | +79.4% |
| 10Y | +275.2% | +253.4% | +21.8% | +27.3% |
| All | +275.2% | +244.4% | +30.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling