+322.0%
CMG vs SGI
+270.1%
+51.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -2.1% | -4.5% | +2.4% | -0.8% |
| 30D | +10.9% | +4.2% | +6.7% | +9.6% |
| 3M | +15.8% | -7.4% | +23.3% | +17.6% |
| 6M | +6.9% | -15.1% | +22.0% | +10.3% |
| YTD | -2.2% | -24.7% | +22.5% | +4.0% |
| 1Y | -7.1% | -21.8% | +14.7% | -2.7% |
| 3Y | -7.1% | +50.0% | -57.2% | -21.0% |
| 5Y | -4.8% | +48.9% | -53.7% | -22.3% |
| All | +322.0% | +270.1% | +51.9% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling