-5.0%
CMG vs SGI
+45.9%
-50.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.2% |
| 7D | -3.8% | -4.9% | +1.1% | -2.5% |
| 30D | +12.9% | +1.6% | +11.3% | +12.3% |
| 3M | +18.8% | -3.2% | +21.9% | +19.0% |
| 6M | +4.1% | -16.0% | +20.1% | +8.0% |
| YTD | -2.4% | -25.4% | +23.1% | +4.5% |
| 1Y | -6.7% | -21.6% | +14.9% | -2.0% |
| 3Y | -7.1% | +52.9% | -60.0% | -23.3% |
| 5Y | -5.0% | +47.5% | -52.5% | -25.7% |
| All | -5.0% | +45.9% | -50.9% | -25.7% |
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 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