+60.7%
SGI vs CRL
-35.7%
+96.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | +8.5% | -1.0% | +9.6% | +9.0% |
| 30D | +0.7% | +10.7% | -10.0% | -2.8% |
| 3M | +0.6% | +55.3% | -54.7% | -14.0% |
| 6M | -17.9% | +60.7% | -78.6% | -31.2% |
| YTD | -21.2% | +44.6% | -65.8% | -31.9% |
| 1Y | -18.9% | +77.7% | -96.6% | -35.2% |
| 3Y | +52.6% | +37.6% | +15.0% | +27.1% |
| All | +60.7% | -35.7% | +96.4% | +55.5% |
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