+42.2%
SGI vs CRL
-13.0%
+55.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.8% |
| 7D | -10.7% | +8.9% | -19.6% | -13.2% |
| 30D | -3.6% | +14.0% | -17.6% | -8.8% |
| 3M | -5.4% | +19.8% | -25.3% | -12.3% |
| 6M | -7.0% | +102.0% | -109.1% | -28.9% |
| YTD | -31.6% | +70.8% | -102.5% | -45.2% |
| 1Y | -33.5% | +98.7% | -132.2% | -49.5% |
| 3Y | +66.5% | +98.2% | -31.7% | +16.4% |
| 5Y | +42.2% | -11.7% | +53.9% | +35.6% |
| All | +42.2% | -13.0% | +55.2% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling