+77.5%
CME vs SGI
+59.2%
+18.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.1% |
| 7D | -2.9% | +9.3% | -12.2% | -3.0% |
| 30D | +5.5% | +6.9% | -1.4% | +5.4% |
| 3M | +11.0% | +2.8% | +8.1% | +10.8% |
| 6M | -9.7% | -12.6% | +2.9% | -9.4% |
| YTD | +4.9% | -21.5% | +26.4% | +5.6% |
| 1Y | +10.1% | -18.8% | +28.8% | +10.6% |
| 3Y | +53.5% | +60.8% | -7.3% | +48.7% |
| All | +77.5% | +59.2% | +18.4% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling