+4,100.0%
CMG vs SGI
+2,445.4%
+1,654.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -2.8% | +8.5% | -11.4% | -4.8% |
| 30D | +7.1% | +0.7% | +6.5% | +6.8% |
| 3M | +31.2% | +0.6% | +30.6% | +30.2% |
| 6M | +0.7% | -17.9% | +18.6% | +4.5% |
| YTD | -0.1% | -21.2% | +21.1% | +4.3% |
| 1Y | -10.7% | -18.9% | +8.1% | -7.8% |
| 3Y | -4.7% | +52.6% | -57.3% | -17.6% |
| 5Y | -3.8% | +60.7% | -64.5% | -20.2% |
| 10Y | +352.5% | +278.1% | +74.4% | +167.8% |
| All | +4,100.0% | +2,445.4% | +1,654.6% | +923.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling