+503.2%
CMI vs SGI
+270.1%
+233.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -0.7% | -4.5% | +3.7% | +0.4% |
| 30D | -12.4% | +4.2% | -16.6% | -13.4% |
| 3M | -14.8% | -7.4% | -7.3% | -13.5% |
| 6M | +0.8% | -15.1% | +15.9% | +4.1% |
| YTD | +10.2% | -24.7% | +34.9% | +16.9% |
| 1Y | +37.4% | -21.8% | +59.2% | +44.3% |
| 3Y | +153.3% | +50.0% | +103.2% | +127.4% |
| 5Y | +167.6% | +48.9% | +118.6% | +132.4% |
| All | +503.2% | +270.1% | +233.1% | +297.0% |
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