-7.3%
CMG vs SGI
+50.3%
-57.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.9% |
| 7D | -3.8% | -4.9% | +1.1% | -2.9% |
| 30D | +12.9% | +1.6% | +11.3% | +12.4% |
| 3M | +18.8% | -3.2% | +21.9% | +19.0% |
| 6M | +4.1% | -16.0% | +20.1% | +7.0% |
| YTD | -2.4% | -25.4% | +23.1% | +2.5% |
| 1Y | -6.7% | -21.6% | +14.9% | -3.2% |
| All | -7.3% | +50.3% | -57.6% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling