+333.9%
SGI vs CRL
+358.0%
-24.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -10.5% | +5.0% | -15.5% | -12.9% |
| 30D | +0.1% | +13.5% | -13.4% | -7.6% |
| 3M | -4.0% | +21.5% | -25.5% | -14.8% |
| 6M | -5.6% | +103.4% | -109.1% | -36.4% |
| YTD | -29.5% | +71.8% | -101.3% | -49.1% |
| 1Y | -31.5% | +97.5% | -129.0% | -54.2% |
| 3Y | +71.6% | +99.2% | -27.6% | -0.5% |
| 5Y | +50.5% | -12.1% | +62.7% | +45.5% |
| 10Y | +333.9% | +359.2% | -25.3% | +40.2% |
| All | +333.9% | +358.0% | -24.1% | +40.2% |
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